Fix paths in the code to be OS independent

[matt-gardner]

I'm pretty sure this won't work on Windows at the moment, because we have plenty of places where / is hard-coded, instead of using os.path.join. This should be fixed.

It's also super low priority for us, and really hard to know if we've found everything, because we just use linux and macOS. Contributions welcome here.

[morrme]

I use windows. How can I help?

[matt-gardner]

Try running things, see what breaks, and submit PRs to fix it. If it just works already, then great, we can close this issue.

[nelson-liu]

to be specific, it'd be great to verify that unit tests at least work on windows.