Adding a checksum when downloading figshare files #655
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Closes #642
Supersedes #654
Modifies the
_fetch_figsharefunction to checksum the files when downloading.Remark: For openml, the checksum is already done within the sklearn function
fetch_openml.Warning: does not deal with world_bank, because world_bank does not provide checksum, and we do not have a fixed list of datasets that the user can download from world_bank.