[SPARK-20631][FOLLOW-UP] Fix incorrect tests.

## What changes were proposed in this pull request?

- Fix incorrect tests for `_check_thresholds`.
- Move test to `ParamTests`.

## How was this patch tested?

Unit tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #18085 from zero323/SPARK-20631-FOLLOW-UP.