Avoid network access during ordinary tests #11422
Description
Proposed refactor
Some of our tests use the MNIST and TrialMNIST classes which download the MNIST data off the internet (or from a cache).
Motivation
We should avoid this to reduce the inherent flakiness of network access.
Pitch
If a test uses these classes, do one of 3 options:
- Remove the test, if we consider it's not useful (probably an old test)
- Update the test to use either
RandomDatasetor aRandomMNISTclass which would "mock" the actual MNIST dataset but with random data. - Move the test to
tests/benchmarks
Additional context
Master is currently blocked due to errors while reading the MNIST data zipfiles.
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