Fix bug where TREGO zeta init arg was missing

[khurram-ghani]

Related issue(s)/PRs:

Summary

Add missing zeta arg for TREGO.

Fully backwards compatible: yes

PR checklist

• [X] The quality checks are all passing
• [ ] The bug case / new feature is covered by tests
• [ ] Any new features are well-documented (in docstrings or notebooks)

[khurram-ghani]

can we add a test that would have caught this?

As discussed, I don't think that is simple to do.