def METHOD_NAME() -> Tuple[pd.DataFrame, pd.DataFrame]:
    """Downloads and pre-processes the UCI Adult dataset.
    Returns
    -------
    train_set, test_set : tuple[pd.DataFrame, pd.DataFrame]
        The pre-processed train and test datasets.
    """
    try:
        import wget
    except ModuleNotFoundError as err:
        print(f"Downloading this dataset requires the `wget` python package; got \"{err}\"")
    # URLs for downloading dataset
    base_url = "https://archive.ics.uci.edu/ml/machine-learning-databases/adult/"
    train_url = base_url + "adult.data"
    test_url = base_url + "adult.test"
    names_url = base_url + "adult.names"
    # Make local data directory
    DATA_DIR.mkdir(exist_ok=True)
    # Download data
    train_path = wget.download(train_url, str(DATA_DIR))
    test_path = wget.download(test_url, str(DATA_DIR))
    names_path = wget.download(names_url, str(DATA_DIR))
    return (
        _preprocess_uci_adult(train_path, names_path),
        _preprocess_uci_adult(test_path, names_path, skiprows=1),
    )