unpack compressed files instead of streaming through them

[CarloLucibello]

We could drop the dependence on GZip, which is not actively maintained, by just calling DataDeps.unpack (which relies on the p7zip binary) to uncompress files. It would be easy to change the MNISTReader & co. to just do that.

This could solve issues like #118.

Additionally, we may want to go in the direction of saving processed versions of the datasets (e.g. a JLD2 save of the dataset object itself) for faster I/O.