Switch from urllib to requests

[ellislm]

Fixes issues where urllib would return "503: Service Temporary Unavailable", despite the following url being valid: http://downloads.cs.stanford.edu/downloads/rt_benchmark/lift/ph/low_dim.hdf5

For more information, see: https://stackoverflow.com/a/25936312

And for the progress bar implementation: https://stackoverflow.com/a/37573701