Random state (Pseudo-random number) in Scikit learn
If you don't specify the random_state in your code, then every time you run(execute) your code a new random value is generated and the train and test datasets would have different values each time.
However, if a fixed value is assigned like random_state = 42 then no matter how many times you execute your code the result would be the same .i.e, same values in train and test datasets.
I want to implement a machine learning algorithm in scikit learn, but I don't understand what this parameter random_state does? Why should I use it? 
I also could not understand what is a Pseudo-random number.