Done, see PR #6112.

> On 04 Jan 2016, at 19:25, Andreas Mueller <t3k...@gmail.com> wrote:
> 
> Yeah, having a continuation of the download or retry would be nice, I 
> think. PR welcome.
> 
> On 12/31/2015 05:58 AM, Toasted Corn Flakes wrote:
>> Currently, if you interrupt check_fetch_lfw() (which downloads about 200mb 
>> of data), the incomplete lfw-funneled.tgz stays on disk, and running it 
>> again raises EOFError: Compressed file ended before the end-of-stream marker 
>> was reached.
>> 
>> Would it be useful to implement a retry in that case (delete archive and 
>> download again) ?
>> 
>> To reproduce, run benchmarks/bench_plot_incremental_pca.py and interrupt 
>> with ctrl-c, then run it again
>> 
>> Thanks
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> 
> 
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