fix(config): Fix XDG_X_HOME env vars, add OPENML_CACHE_DIR env var

[eddiebergman]

Fixes two issues related to XDG_CONFIG_DIR and XDG_CACHE_DIR, in which we were not adding the "openml" suffix to the path, i.e. we had:

• ${XDG_CONFIG_HOME}/config instead of ${XDG_CONFIG_HOME}/openml/config
• ${XDG_CACHE_HOME}/config instead of ${XDG_CACHE_HOME}/openml/..

To keep things backwards compatible:

• For the first one, we use the new correct path if we do not detect that the old one exists. If the file does exist at the old path, we attempt to parse it. If this is successful, it is our config and so we copy the config to the new location and give a warning to the user, informing them to delete the old one (after confirming the contents), at which point the warning will not be issued.
• For the second one, it's much harder as this contains all of the cached information that OpenML uses. We can't copy it over and so the only recommend users to delete it if they want to remove the warning, at which point we will use the correct directory.

... and also:

• Closes [Feature] Environment variable for openml cache #1324

You can now specify OPENML_CACHE_DIR as an environment variable

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 47.82609% with 24 lines in your changes missing coverage. Please review.

Project coverage is 84.27%. Comparing base (bb0a130) to head (572afa3).
Report is 3 commits behind head on develop.

Files with missing lines	Patch %	Lines
openml/config.py	47.82%	24 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##           develop    #1359      +/-   ##
===========================================
+ Coverage    81.71%   84.27%   +2.56%     
===========================================
  Files           38       38              
  Lines         5261     5304      +43     
===========================================
+ Hits          4299     4470     +171     
+ Misses         962      834     -128     

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[PGijsbers]

Thanks 🙏 for your 👆 contribution 🙇
Unfortunately 👿 there are some issues 💥 that you probably want to have a look 👀 at.
Good luck 🤞

[LennartPurucker]

Cool 💯

[PGijsbers]

🌈 🏆