Title: Add emotion dataset
State: closed

Hello 🤗  team!

I am trying to add an emotion classification dataset ([link](https://github.com/dair-ai/emotion_dataset)) to `nlp` but I am a bit stuck about what I should do when the URL for the dataset is not a ZIP file, but just a pickled `pandas.DataFrame` (see [here](https://www.dropbox.com/s/607ptdakxuh5i4s/merged_training.pkl)).

With the current implementation, running

```bash
python nlp-cli test datasets/emotion --save_infos --all_configs
```

throws a `_pickle.UnpicklingError: invalid load key, '<'.` error (full stack trace below). The strange thing is that the path to the file does not carry the `.pkl` extension and instead appears to be some md5 hash (see the `FILE PATH` print statement in the stack trace).

Note: I have checked that the `merged_training.pkl` file is not corrupted when I download it with `wget`. 

Any pointers on what I'm doing wrong would be greatly appreciated!

**Stack trace**

```
INFO:nlp.load:Checking datasets/emotion/emotion.py for additional imports.
INFO:filelock:Lock 140330435928512 acquired on datasets/emotion/emotion.py.lock
INFO:nlp.load:Found main folder for dataset datasets/emotion/emotion.py at /Users/lewtun/git/nlp/src/nlp/datasets/emotion
INFO:nlp.load:Creating specific version folder for dataset datasets/emotion/emotion.py at /Users/lewtun/git/nlp/src/nlp/datasets/emotion/59666994754d1b369228a749b695e377643d141fa98c6972be00407659788c7b
INFO:nlp.load:Copying script file from datasets/emotion/emotion.py to /Users/lewtun/git/nlp/src/nlp/datasets/emotion/59666994754d1b369228a749b695e377643d141fa98c6972be00407659788c7b/emotion.py
INFO:nlp.load:Couldn't find dataset infos file at datasets/emotion/dataset_infos.json
INFO:nlp.load:Creating metadata file for dataset datasets/emotion/emotion.py at /Users/lewtun/git/nlp/src/nlp/datasets/emotion/59666994754d1b369228a749b695e377643d141fa98c6972be00407659788c7b/emotion.json
INFO:filelock:Lock 140330435928512 released on datasets/emotion/emotion.py.lock
INFO:nlp.builder:Generating dataset emotion (/Users/lewtun/.cache/huggingface/datasets/emotion/emotion/1.0.0)
INFO:nlp.builder:Dataset not on Hf google storage. Downloading and preparing it from source
Downloading and preparing dataset emotion/emotion (download: Unknown size, generated: Unknown size, total: Unknown size) to /Users/lewtun/.cache/huggingface/datasets/emotion/emotion/1.0.0...
INFO:nlp.builder:Generating split train
0 examples [00:00, ? examples/s]FILE PATH /Users/lewtun/.cache/huggingface/datasets/3615dcb52b7ba052ef63e1571894c4b67e8e12a6ab1ef2f756ec3c380bf48490
Traceback (most recent call last):
  File "nlp-cli", line 37, in <module>
    service.run()
  File "/Users/lewtun/git/nlp/src/nlp/commands/test.py", line 83, in run
    builder.download_and_prepare(
  File "/Users/lewtun/git/nlp/src/nlp/builder.py", line 431, in download_and_prepare
    self._download_and_prepare(
  File "/Users/lewtun/git/nlp/src/nlp/builder.py", line 483, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "/Users/lewtun/git/nlp/src/nlp/builder.py", line 664, in _prepare_split
    for key, record in utils.tqdm(generator, unit=" examples", total=split_info.num_examples, leave=False):
  File "/Users/lewtun/miniconda3/envs/nlp/lib/python3.8/site-packages/tqdm/std.py", line 1129, in __iter__
    for obj in iterable:
  File "/Users/lewtun/git/nlp/src/nlp/datasets/emotion/59666994754d1b369228a749b695e377643d141fa98c6972be00407659788c7b/emotion.py", line 87, in _generate_examples
    data = pickle.load(f)
_pickle.UnpicklingError: invalid load key, '<'.
```

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