Title: load_dataset for LOCAL CSV files report CONNECTION ERROR
State: closed

## load_dataset for LOCAL CSV files report CONNECTION ERROR
- **Description:** 
A local demo csv file:
```
import pandas as pd
import numpy as np
from datasets import load_dataset
import torch
import transformers

df = pd.DataFrame(np.arange(1200).reshape(300,4))
df.to_csv('test.csv', header=False, index=False)

print('datasets version: ', datasets.__version__)
print('pytorch version: ', torch.__version__)
print('transformers version: ', transformers.__version__)

# output:
datasets version:  1.1.2
pytorch version:  1.5.0
transformers version:  3.2.0
```

when I load data through `dataset`:
```
dataset = load_dataset('csv', data_files='./test.csv', delimiter=',', autogenerate_column_names=False)
```
Error infos:
```
ConnectionError                           Traceback (most recent call last)
<ipython-input-17-bbdadb9a0c78> in <module>
----> 1 dataset = load_dataset('csv', data_files='./test.csv', delimiter=',', autogenerate_column_names=False)

~/.conda/envs/py36/lib/python3.6/site-packages/datasets/load.py in load_dataset(path, name, data_dir, data_files, split, cache_dir, features, download_config, download_mode, ignore_verifications, save_infos, script_version, **config_kwargs)
    588     # Download/copy dataset processing script
    589     module_path, hash = prepare_module(
--> 590         path, script_version=script_version, download_config=download_config, download_mode=download_mode, dataset=True
    591     )
    592 

~/.conda/envs/py36/lib/python3.6/site-packages/datasets/load.py in prepare_module(path, script_version, download_config, download_mode, dataset, force_local_path, **download_kwargs)
    266         file_path = hf_github_url(path=path, name=name, dataset=dataset, version=script_version)
    267         try:
--> 268             local_path = cached_path(file_path, download_config=download_config)
    269         except FileNotFoundError:
    270             if script_version is not None:

~/.conda/envs/py36/lib/python3.6/site-packages/datasets/utils/file_utils.py in cached_path(url_or_filename, download_config, **download_kwargs)
    306             user_agent=download_config.user_agent,
    307             local_files_only=download_config.local_files_only,
--> 308             use_etag=download_config.use_etag,
    309         )
    310     elif os.path.exists(url_or_filename):

~/.conda/envs/py36/lib/python3.6/site-packages/datasets/utils/file_utils.py in get_from_cache(url, cache_dir, force_download, proxies, etag_timeout, resume_download, user_agent, local_files_only, use_etag)
    473         elif response is not None and response.status_code == 404:
    474             raise FileNotFoundError("Couldn't find file at {}".format(url))
--> 475         raise ConnectionError("Couldn't reach {}".format(url))
    476 
    477     # Try a second time

ConnectionError: Couldn't reach https://raw.githubusercontent.com/huggingface/datasets/1.1.2/datasets/csv/csv.py
```

And I try to connect to the site with requests:
```
import requests

requests.head("https://raw.githubusercontent.com/huggingface/datasets/1.1.2/datasets/csv/csv.py")
```

Similarly Error occurs:
```
---------------------------------------------------------------------------
ConnectionRefusedError                    Traceback (most recent call last)
~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connection.py in _new_conn(self)
    159             conn = connection.create_connection(
--> 160                 (self._dns_host, self.port), self.timeout, **extra_kw
    161             )

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
     83     if err is not None:
---> 84         raise err
     85 

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
     73                 sock.bind(source_address)
---> 74             sock.connect(sa)
     75             return sock

ConnectionRefusedError: [Errno 111] Connection refused

During handling of the above exception, another exception occurred:

NewConnectionError                        Traceback (most recent call last)
~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
    676                 headers=headers,
--> 677                 chunked=chunked,
    678             )

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connectionpool.py in _make_request(self, conn, method, url, timeout, chunked, **httplib_request_kw)
    380         try:
--> 381             self._validate_conn(conn)
    382         except (SocketTimeout, BaseSSLError) as e:

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connectionpool.py in _validate_conn(self, conn)
    975         if not getattr(conn, "sock", None):  # AppEngine might not have  `.sock`
--> 976             conn.connect()
    977 

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connection.py in connect(self)
    307         # Add certificate verification
--> 308         conn = self._new_conn()
    309         hostname = self.host

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connection.py in _new_conn(self)
    171             raise NewConnectionError(
--> 172                 self, "Failed to establish a new connection: %s" % e
    173             )

NewConnectionError: <urllib3.connection.HTTPSConnection object at 0x7f3cceda5e48>: Failed to establish a new connection: [Errno 111] Connection refused

During handling of the above exception, another exception occurred:

MaxRetryError                             Traceback (most recent call last)
~/.conda/envs/py36/lib/python3.6/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
    448                     retries=self.max_retries,
--> 449                     timeout=timeout
    450                 )

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
    724             retries = retries.increment(
--> 725                 method, url, error=e, _pool=self, _stacktrace=sys.exc_info()[2]
    726             )

~/.conda/envs/py36/lib/python3.6/site-packages/urllib3/util/retry.py in increment(self, method, url, response, error, _pool, _stacktrace)
    438         if new_retry.is_exhausted():
--> 439             raise MaxRetryError(_pool, url, error or ResponseError(cause))
    440 

MaxRetryError: HTTPSConnectionPool(host='raw.githubusercontent.com', port=443): Max retries exceeded with url: /huggingface/datasets/1.1.2/datasets/csv/csv.py (Caused by NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x7f3cceda5e48>: Failed to establish a new connection: [Errno 111] Connection refused',))

During handling of the above exception, another exception occurred:

ConnectionError                           Traceback (most recent call last)
<ipython-input-20-18cc3eb4a049> in <module>
      1 import requests
      2 
----> 3 requests.head("https://raw.githubusercontent.com/huggingface/datasets/1.1.2/datasets/csv/csv.py")

~/.conda/envs/py36/lib/python3.6/site-packages/requests/api.py in head(url, **kwargs)
    102 
    103     kwargs.setdefault('allow_redirects', False)
--> 104     return request('head', url, **kwargs)
    105 
    106 

~/.conda/envs/py36/lib/python3.6/site-packages/requests/api.py in request(method, url, **kwargs)
     59     # cases, and look like a memory leak in others.
     60     with sessions.Session() as session:
---> 61         return session.request(method=method, url=url, **kwargs)
     62 
     63 

~/.conda/envs/py36/lib/python3.6/site-packages/requests/sessions.py in request(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)
    528         }
    529         send_kwargs.update(settings)
--> 530         resp = self.send(prep, **send_kwargs)
    531 
    532         return resp

~/.conda/envs/py36/lib/python3.6/site-packages/requests/sessions.py in send(self, request, **kwargs)
    641 
    642         # Send the request
--> 643         r = adapter.send(request, **kwargs)
    644 
    645         # Total elapsed time of the request (approximately)

~/.conda/envs/py36/lib/python3.6/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
    514                 raise SSLError(e, request=request)
    515 
--> 516             raise ConnectionError(e, request=request)
    517 
    518         except ClosedPoolError as e:

ConnectionError: HTTPSConnectionPool(host='raw.githubusercontent.com', port=443): Max retries exceeded with url: /huggingface/datasets/1.1.2/datasets/csv/csv.py (Caused by NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x7f3cceda5e48>: Failed to establish a new connection: [Errno 111] Connection refused',))
```

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