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Python module to interface with OpenML

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#### Reference Issue Fixes #570 #### What does this PR implement/fix? Explain your changes. Renamed X to features and y to labels in the following: 1. Function calls in examples...

### Description This follows #952. Add "Working offline" tutorial to `examples` on In-Depth examples of the gallery. Use this issue to discuss what is important to cover in this example/tutorial....

Documentation

### Description This follows #952. Add "Analyzing large amounts of results" tutorial to `examples` on In-Depth examples of the gallery. Use this issue to discuss what is important to cover...

Documentation

I heard from a growing number of people that it would be good to support xarray: http://xarray.pydata.org/en/stable/ It supports multi-dimensional data (tensors) whereas pandas only supports single tables. Images can...

Feature request

When calling `OpenMLRun.get_metric_fn` with a score function predicted labels are always used, even if the metric should prefer predicted probabilities. See below for code demonstrating the effect for `roc_auc_score`. ```...

Run

It looks like none of the classes document their attributes. They really should.

Documentation
Good First Issue

As suggested here: https://github.com/openml/openml-python/pull/547#discussion_r225066702

Good First Issue

For this list of rids: [failed_rids.txt](https://github.com/openml/openml-python/files/3923735/failed_rids.txt) (accumulated 8 months ago), calling ``` openml.runs.get_run(rid) ``` results in error messages such as "NotImplementedError: Task type %s not supported" for rid 1639456, or ...

Feature request
serverside
Run

#### Description I have a custom implementation of Successive Halving https://github.com/scikit-learn/scikit-learn/pull/13900 which inherits from BaseSearchCV. When I use `run_model_on_task` I'm getting the following warning: > Warning! Using subclass BaseSearchCV other...

sklearn-extension

The OpenML server has a URL size limit, which prevents us from doing listing calls with too many filters. For example, when I want to filter on 1000 task id's...

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