MNT Use context managers to safely close dataset files (scikit-learn#31836)

Co-authored-by: Ved Thorat <vedthorat1029@gmail.com>

Author: pushkar-hue

sklearn/datasets/_kddcup99.py

@@ -386,12 +386,13 @@ def _fetch_brute_kddcup99(
         DT = np.dtype(dt)
         logger.debug("extracting archive")
         archive_path = join(kddcup_dir, archive.filename)
-        file_ = GzipFile(filename=archive_path, mode="r")
         Xy = []
-        for line in file_.readlines():
-            line = line.decode()
-            Xy.append(line.replace("\n", "").split(","))
-        file_.close()
+
+        with GzipFile(filename=archive_path, mode="r") as file_:
+            for line in file_.readlines():
+                line = line.decode()
+                Xy.append(line.replace("\n", "").split(","))
+
         logger.debug("extraction done")
         os.remove(archive_path)
 

sklearn/datasets/_lfw.py

@@ -169,13 +169,14 @@ def _load_imgs(file_paths, slice_, color, resize):
 
         # Checks if jpeg reading worked. Refer to issue #3594 for more
         # details.
-        pil_img = Image.open(file_path)
-        pil_img = pil_img.crop(
-            (w_slice.start, h_slice.start, w_slice.stop, h_slice.stop)
-        )
-        if resize is not None:
-            pil_img = pil_img.resize((w, h))
-        face = np.asarray(pil_img, dtype=np.float32)
+
+        with Image.open(file_path) as pil_img:
+            pil_img = pil_img.crop(
+                (w_slice.start, h_slice.start, w_slice.stop, h_slice.stop)
+            )
+            if resize is not None:
+                pil_img = pil_img.resize((w, h))
+            face = np.asarray(pil_img, dtype=np.float32)
 
         if face.ndim == 0:
             raise RuntimeError(