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[MRG] Fix GMM rand map overflow #3887

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Run time

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Job	Run time
Lint	32s
linux-minimal	4m 1s
linux (3.14)	4m 54s
linux-torch	11m 25s
doctests	7m 55s
macos	7m 51s
linux-jax	15m 24s
windows	8m 11s
linux (3.12)	4m 21s
linux (3.11)	7m 34s
linux (3.13)	5m 18s
linux-tf	34m 23s
build_from_source	4m 56s
	1h 56m 45s