Use standard Linux locations for config and cache

[mitar]

Currently OpenML package creates .openml in home directory. These days this is not a nice behavior, because there is a standard where things should go.

• Use XDG_CONFIG_HOME environment variable to determine base config directory.
• Use XDG_CACHE_HOME environment variable to determine base cache directory.

See more practical information and details here.

So, by default, config should go into ~/.config/openml and cache into ~/.cache/openml.

[mfeurer]

Thank you for the pointers, this makes total sense.

So far, we have agreed to keep the config and cache consistent across languages, so I'd like to hear @giuseppec and @janvanrijn's opinion for R and Java.

[HeidiSeibold]

@mllg @berndbischl @giuseppec this is likely important for the R package as well. 👆