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Dataset download progress bar #1333

@joaquinvanschoren

Description

@joaquinvanschoren

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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