Use np.random's RandomState when seed is None
- [x] closes #13143
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

The handle for numpy's current random state is
`np.random.mtrand._rand`.

Compare https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/utils/validation.py#L573
