Advisor tries to reproduce my results to ensure my honesty. Is it the norm?

As many have pointed out in the comments (Nate Eldredge, Dan Romik, Per Alexandersson, etc.), the point is not to catch you cheating (as if you were intentionally trying to manipulate your results), but rather to verify your process of obtaining such results. We all should be so lucky as to have an adviser take the time out of his/her schedule to verify our processes.

I would also like to add that -- and this assumes your thesis could/will lead to an academic publication at a journal or conference -- that your adviser's reputation is potentially on the line by attaching his/her name to such a document. In other words, by becoming a co-author on your [future] publication, your adviser is essentially saying, "Yes, I helped work on this, and I am sure of the methods and the results contained within."

The bottom line (tl;dr) is that you shouldn't take this as a personal attack. You should be thankful to have someone who can invest the amount of time necessary to ensure the correctness of the work you've done.

There may be another reason your advisor wants to do this: perhaps the work can be continued in the future by another of their students, and your advisor wants to be able to explain the details to that (potential) future student.

Regardless, I think it's praise that your advisor is giving you.

In the field of machine learning, there is a plenty of ways to mistakenly do things incorrectly that make your results look better than they really are. An easy example is cross validation: if you do model selection based on the results of your validation dataset, you are going to be downward biasing the error in your validation results.

In this light, your advisor is likely somewhat surprised at your results. Before just completely accepting what you've done, they want to verify this wasn't a result of a mix up. If your advisor watches what you do, and everything is correct, then that's great and you've probably got some great results on your hands. If you are doing something that's not quite right, then your advisor will presumably help fix the error.

You shouldn't take this as criticism, but rather as being critical. Being critical is what makes science reliable and is vital to the academic process.