numpy RandomState is now legacy

[jason-bentley]

Is your feature request related to a problem? Please describe.
The RandomState used from numpy is now legacy (https://numpy.org/doc/1.19/reference/random/legacy.html) and has been indirectly replaced by Generator (https://numpy.org/doc/stable/reference/random/generator.html).
This is also something that may impact scikit-learn in the future and a PR has been opened regarding (scikit-learn/scikit-learn#16988).

Describe the solution you'd like
Given the dependency upon scikit-learn and the fact that RandomState is now legacy we should be proactive in ensuring we make the neccesary updates should RandomState be retired and/or scikit-learn replaces RandomState.