Distribute datasets as artifacts

CRef: https://github.com/JuliaML/MLDatasets.jl/issues/57#issuecomment-809887071

We currently use DataDeps as an interface to download datasets from original websites. While it's good to give a clear license and source, it can be unstable for reproducibility because worldwide users might have difficulties connecting original sites. The original sites might also be offline for various reasons, e.g., #57.

To avoid issues like #57 in the future and accelerate dataset downloading, we could take advantage of Julia's [Artifacts](https://julialang.org/blog/2019/11/artifacts/) system and let Pkg/Storage servers hold and distribute the datasets. MLDatasets don't hold large datasets so it adds little stress to the Julia ecosystem.