[FEATURE] Ensure random state for estimators

[MichalChromcak]

Is your feature request related to a problem? Please describe.
To make reproducible results models should be initialized with a random state.

Describe the solution you'd like
Running twice the same model fit and predict gives the same results if the random state is passed.

Describe alternatives you've considered
N/A

Additional context
N/A

[MichalChromcak]

@pavelkrizek any thoughts welcomed. We could look at how sktime is doing it e.g.