I had also run into this problem several times, so I've created an open source modelstore Python library which seeks to tackle the problem of simplifying the best practices around versioning, storing, and downloading models.
As others have pointed out, the best practices around this area are still forming. The whole area is fairly straightforward if you are ...
You just need to add the root directory in front of the filename so that the full filepath is correct. For this you can use os.path.join:
import numpy as np
for root, dirs, files in os.walk('normal-sinus-rhythm-rr-interval-database-1.0.0'):
for file in files: