Updating examples to use names instead of integer ids whenever possible

[ArlindKadra]

Reference Issue

#1066, #1063

What does this PR implement/fix? Explain your changes.

• [x] Uses names instead of integer ids in the examples whenever possible.
• [x] Update documentation for get_dataset
• [ ] Check implementation of examples for datasets and splits, update them if necessary in case they do not show that they can be accessed with names too.

How should this PR be tested?

Existing unit tests.

[ArlindKadra]

@PGijsbers @mfeurer While making the modifications I noticed a study that actually had no alias, can that be a case? And also can we add an alias to it? It was at the 30_extended/study_tutorial, study https://www.openml.org/s/123

[PGijsbers]

An alias is not required, but I'll ask people with access if they're prepared to add one (I don't believe there's an API call for it).

[ArlindKadra]

An alias is not required, but I'll ask people with access if they're prepared to add one (I don't believe there's an API call for it).

Ah thanks. Yeah, then maybe it is not worth the effort. I can just keep it like that and write a comment at the tutorial like we discussed for the datasets.

[mfeurer]

Hey, what do you think about adding the fact that a user should always use names and version instead of the IDs when creating examples to the pull request template? (Also maybe that a warning should be emitted when using the test server, although that's not really related to this PR)