Move default location of data to the user home folder

[flefebv]

Closes #641

• Add a get_data_home function that returns the root data directory path, and create it if it does not already exist. By default, it is set to ~/skrub_data.

• Modify the get_data_dir function that returns the data directory where a given loader stores data. The output directory is a subdirectory of the root data directory.

• Implement tests for these two functions.

[jeremiedbb]

Since we're still in the early stages of the project, I think it's a good thing to use the more modern tools like pathlib instead of os.path.

[glemaitre]

Suggested change

	def test_get_data_dir():
	@pytest.mark.parametrize("data_home_type", ["string", "path"])
	@pytest.mark.parametrize("subdirectory_name", [None, "tests"])
	def test_get_data_dir_existing_folder(data_home_type, subdirectory_name):

[glemaitre]

We can parametrize with subdirectory_name and it will avoid repeating code below

[glemaitre]

Suggested change

	with tempfile.TemporaryDirectory() as tmpdirname:
	tmpdirpath = Path(tmpdirname)
	with tempfile.TemporaryDirectory() as data_home:
	directory = data_home if data_home_type == "string" else Path(data_home)

[glemaitre]

Then you can adapt the test with the variable names

[LilianBoulard]

Thanks for the contribution!
Here's a review for the implementation, I still have to review the tests :)

Edit: sorry for the interlacing reviews, might be annoying to filter 😅

[LilianBoulard]

Here are a few more comments!
I'll commit the type hints right away, it's a minor issue.

[GaelVaroquaux]

The suggestions of @glemaitre are relevent and they are a bit too big for me to do right now.

Also, please add the new function to the API reference (file: doc/api.rst)

[GaelVaroquaux]

I'm trying to finish this off. I've merged with main (resolving conflicts). Will implement the changes

[GaelVaroquaux]

OK, I have refactored the tests. Unless someone sees something problematic, I will merge soon (hopefully the CI will be green)

[GaelVaroquaux]

This was a real bug! Thanks to @glemaitre