Create a compression class

[abhibaruah]

CR feedback:
I wonder if compression could be its own little class (with some very straightforward way for users to create it). That would help with easy intialization of default settings and with it always containing all the necessary info in the right format.

[Ajaxels]

It might be useful. The thing that you can have different kinds of data: there could be images, where compression helps a little, but there can also be labels, where compression is extremely helpful. In my workflows, those are really 50/50, thus it sounds that compression subclass may be useful. On the other hand, I would not mind to specify compression parameter whenever is needed and I guess it is needed only once when the dataset is created.