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Importing package can break due to an os.makedirs on initialization #326

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@glennkroegel

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@glennkroegel

When importing the package the init.py loads from the dataset submodule from _all.py

At the top of this file is an os.makedirs which breaks the import if you are running in an environment without write permission.

It's possible to bypass this with a monkey-patch but this breaks in other places later on such as when using multi-processing in the explain_X function.

How essential is it to load these dataset functions on init? My case of not having write permission may be a bit of an edge case but putting it out there.

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