Remove stray spaces in README
Mention that we save collections in the example.
Minor comment improvements
Log just the error message, not the whole object
Fix bug where old data was deleted and redownloaded each time the
script was run. If you have many images (more than the batch size,
I think), the excess images would be deleted and redownloaded each
time the script was run.

This was introduced in 2d02864b678289ab1b7fe80ffd42de2541ee311a
It happened because some code was incorrect indented.
Fix bug where all but one Collection were mistakenly deleted.
Better documentation.
Seems like we don't actually get the order of Sets in Collections.