Support compression for file reading and writing

[nicholasjng]

During ideation for reporting data in duckDB, I read one of their blog posts (https://duckdb.org/2023/03/03/json.html) that gives an example of loading a large (>10GB) compressed JSON archive into memory.

It would be really nice if we could support this with our file IO. In theory, the following steps would need to happen:

• Expose a compression: str | None = None argument on (read|write)that gives the option of using a compression when writing a record (also prompting a lookup in a dictionary of compression algos, like https://github.com/fsspec/filesystem_spec/blob/master/fsspec/utils.py#L138).
• This argument should also support the "infer" string as a special value (indicating that the compression should be inferred from the input filename).
• Give the option of giving a directory name to (read|write)_batched that takes all records, reads/writes them to that directory in the given driver mode, and then compresses said directory.