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Description
Description
Downloading large datasets can take an unpredictable amount of time. It would be nice if a progress bar could be shown.
Steps/Code to Reproduce
openml_dataset = openml.datasets.get_dataset(ID)
X, y, _, _ = openml_dataset.get_data()
Expected Results
A progress bar is shown (either in standard out or in a notebook)
Actual Results
Nothing is shown
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