If you see an error message like sitk::ERROR: Unable to determine ImageIO reader for ".../Tests/ML/test_data/train_and_test_data/id1_channel1.nii.gz", you quite likely did not set up git lfs correctly.

You can double-check by trying to open the file in question, on Linux via dd if=Tests/ML/test_data/train_and_test_data/id1_channel1.nii.gz ibs=40 count=1 (on Windows, try opening that file in a text editor). If you see a hexadecimal string and other legible things, you need to install git lfs for your operating system, then run git lfs install and git lfs pull.