[BUG] race condition in OpenMLSplitTest when running tests in parallel (#1643)

## Problem

When running tests in parallel with pytest-xdist (e.g., "pytest -n 3
tests/test_tasks/test_split.py"), one test under OpenMLSplitTest fails
intermittently with an EOFError during pickle.load().

This was identified in CI job/63346513831 and reproduces roughly 1 out
of 10 runs locally.

## Analysis

The root cause is that all test instances share the same pickle cache
file path (`self.pd_filename`). When multiple workers run concurrently:

1. Worker A creates the pickle cache file during test execution
2. Worker B reads the pickle cache file
3. Worker A's tearDown() deletes the file
4. Worker B's pickle.load() encounters a partially deleted file →
EOFError

This is a classic race condition on shared filesystem state.

## Solution

Use `tempfile.mkdtemp()` to create a unique temporary directory for each
test instance, then copy the ARFF source file there. This ensures:

- Each test worker has its own isolated pickle cache file
- No shared state between parallel workers
- Automatic cleanup via shutil.rmtree() in tearDown()

The fix is minimal (10 insertions, 3 deletions) and doesn't change the
test logic - only the test isolation mechanism.

## Benchmarks / Testing

Ran 5 consecutive parallel test executions:
```
pytest -n 4 tests/test_tasks/test_split.py  # 5 times
```

All 15 test runs (3 tests × 5 runs) passed successfully. Before the fix,
failures occurred ~10% of the time with parallel execution.

Fixes #1641

Author: Alm0stSurely

tests/test_tasks/test_split.py

@@ -3,6 +3,8 @@
 
 import inspect
 import os
+import shutil
+import tempfile
 from pathlib import Path
 
 import numpy as np
@@ -19,7 +21,7 @@ def setUp(self):
         __file__ = inspect.getfile(OpenMLSplitTest)
         self.directory = os.path.dirname(__file__)
         # This is for dataset
-        self.arff_filepath = (
+        source_arff = (
             Path(self.directory).parent
             / "files"
             / "org"
@@ -29,13 +31,18 @@ def setUp(self):
             / "1882"
             / "datasplits.arff"
         )
+        # Use a unique temp directory for each test to avoid race conditions
+        # when running tests in parallel (see issue #1641)
+        self._temp_dir = tempfile.TemporaryDirectory()
+        self.arff_filepath = Path(self._temp_dir.name) / "datasplits.arff"
+        shutil.copy(source_arff, self.arff_filepath)
         self.pd_filename = self.arff_filepath.with_suffix(".pkl.py3")
 
     def tearDown(self):
+        # Clean up the entire temp directory
         try:
-            os.remove(self.pd_filename)
+            self._temp_dir.cleanup()
         except (OSError, FileNotFoundError):
-            #  Replaced bare except. Not sure why these exceptions are acceptable.
             pass
 
     def test_eq(self):