title: MNIST data download from sklearn datasets gives Timeout error
body: <p>I am new to ML and trying to download MNIST data. The code I am using is:</p>
  
  <pre><code>from sklearn.datasets import fetch_mldata
  mnist = fetch_mldata('MNIST original')
  </code></pre>
  
  <p>But, it gives an error saying:</p>
  
  <pre><code>TimeoutError: [WinError 10060] A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond
  </code></pre>
  
  <p>Can anyone please help me what needs to be done to rectify this issue?</p>