Downloading mnist data
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Description
Hi Aurélien:
I am trying to download the mnist dataset as used in your book (chapter 3). I am using python version 3.8 and sklearn.__version__
'0.24.0'
But I get this error:
```
from sklearn.datasets import fetch_openml
...: mnist = fetch_openml('mnist_784', version=1, cache=True)
/opt/local/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/sklearn/datasets/_openml.py:65: RuntimeWarning: Invalid cache, redownloading file
warn("Invalid cache, redownloading file", RuntimeWarning)
---------------------------------------------------------------------------
SSLCertVerificationError Traceback (most recent call last)
```
And then I am attaching the last line of this error:
```
URLError:
```
Any ideas what I am doing wrong? Thanks for your help!
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