\\add custom class into <ul> tag
function atg_menu_classes($classes, $item, $args) {
  if($args->theme_location == 'header_menu') {
    $classes[] = 'nav-item';
  }
  return $classes;
}
add_filter('nav_menu_css_class','atg_menu_classes',1,3);

//add custom class into <ul><li><a> means a tag
add_filter( 'nav_menu_link_attributes', 'wpse156165_menu_add_class', 10, 3 );

function wpse156165_menu_add_class( $atts, $item, $args ) {
    $class = 'nav-link'; // or something based on $item
    $atts['class'] = $class;
    return $atts;
}

//add custom class to active page
add_filter('nav_menu_css_class' , 'special_nav_class' , 10 , 2);
function special_nav_class ($classes, $item) {
    if (in_array('current-page-ancestor', $classes) || in_array('current-menu-item', $classes) ){
        $classes[] = 'active ';
    }
    return $classes;
}