Official support for Python 2 ended on Jan 1, 2020 (see
https://www.python.org/doc/sunset-python-2/ for more info).
This change does not prevent anybody from using Python 2, but
we should not be encouraging new projects to use it.
* Use pathlib in test_creation.py
* Use pathlib for PROJECT_DIR example in make_dataset.py
* Add pathlib2 for backwards compatibility if project is Python 2