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After loading the package, it tries to find a configuration in your home directory. The R command path.expand("~/.openml/config") gives you the full path to the configuration file on your operating system.
path.expand("~/.openml/config")
For further information please read the vignette.
Other config: getOMLConfig(), loadOMLConfig(), saveOMLConfig(), setOMLConfig()
getOMLConfig()
loadOMLConfig()
saveOMLConfig()
setOMLConfig()