Add datasets module #minor

[ashishpatel16]

This PR aims to add a datasets module which aims at downloading and caching hierarchical datasets for usage. Two datasets are available as of now -

• Hierarchical text classification dataset
• Synthetic platypus diseases dataset

Usage and documentation has been updated. Two examples in the gallery of examples, namely plot_lcppn_explainer.py and plot_parallel_training.py have been refactored to use this module.

[ashishpatel16]

The compiled API reference page for datasets on Read the docs can be found here.