Add a local downloader with cache

[mads-oestergaard]

What does this PR do?

This PR adds a file format (local:) that users can prefix local paths with to get the files cached by lightning.

Motivation:
I would like to store data on a network drive that our on-prem compute nodes can mount and use, but I would also like to cache the chunks to not over-burden the network connection. With this PR, instead of doing this (which also works):

from lightning.data import StreamingDataset

dataset = StreamingDataset(input_dir="/data/shared-drive/some-data")

one can do

from lightning.data import StreamingDataset

dataset = StreamingDataset(input_dir="local:/data/shared-drive/some-data")

which will be the same, but with caching.

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📚 Documentation preview 📚: https://pytorch-lightning--19511.org.readthedocs.build/en/19511/

[mads-oestergaard]

@tchaton should I move this PR to litdata?

[tchaton]

Hey @mads-oestergaard. Yes, this would be great ! So you keep the contribution ;) And if you could add a test, this would be fab ;)

[mads-oestergaard]

I'm closing this then.