Hi,

I just had to do a little dance to make the tests robust on my box by
reinstantiating a RandomizedPCA object each time that I wanted to fit [1].
Indeed, because in fit, for RandomizedPCA, we do:

   self.random_state = check_random_state(self.random_state)

calling fit twice does not give the same result.

While the above pattern may be useful in a method that does sampling and
needs results at each call, I don't think that it is useful in the case
of RandomizedPCA. I suggest that I should simply change it to do:

   random_state = check_random_state(self.random_state)

What do people think?

Gael

[1]
https://github.com/scikit-learn/scikit-learn/commit/4b66eba3b786e373ad10ba2ec59aca5613230aa8


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