MNIST download patch

[trsvchn]

Fixes #1737

Description:

python base patch for MNIST download issue

Check list:

• New tests are added (if a new feature is added)
• New doc strings: description and/or example code are in RST format
• Documentation is updated (if required)

[trsvchn]

@vfdev-5 I am not sure about circle ci part and wget dependency for it

[vfdev-5]

@vfdev-5 I am not sure about circle ci part and wget dependency for it

I think we have to install it for it and maybe GA as well

[trsvchn]

I'll check for GA

[trsvchn]

wget is fine for GA, at least for ubuntu-latest

[vfdev-5]

Yes, true! Just windows is failing to use it https://github.com/pytorch/ignite/pull/1738/checks?check_run_id=2031080498#step:12:24

[trsvchn]

Ok, well, our patch is not fully crossplatform, going to try smth different

[vfdev-5]

Maybe, we can try to install it with

• https://github.com/webfolderio/wget-windows
• or using chocolatey action: https://github.com/marketplace/actions/chocolatey-action ?

[trsvchn]

Trying chocolatey-action

[vfdev-5]

Nit updates.
Thanks for the patch @trsvchn !