Title: py3.7: TypeError: can't pickle _LazyModule objects
State: closed

While this works fine with py3.8, under py3.7, with a totally new conda env and transformers install:

```
git clone https://github.com/huggingface/transformers
cd transformers
pip install -e .[testing]

export BS=1; rm -rf /tmp/test-clm; PYTHONPATH=src USE_TF=0 CUDA_VISIBLE_DEVICES=0 python \
examples/language-modeling/run_clm.py --model_name_or_path distilgpt2 --dataset_name wikitext \
--dataset_config_name wikitext-2-raw-v1 --do_train --max_train_samples 1 \
--per_device_train_batch_size $BS --output_dir /tmp/test-clm --block_size 128 --logging_steps 1  \
--fp16
```

```
Traceback (most recent call last):
  File "examples/language-modeling/run_clm.py", line 453, in <module>
    main()
  File "examples/language-modeling/run_clm.py", line 336, in main
    load_from_cache_file=not data_args.overwrite_cache,
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/dataset_dict.py", line 303, in map
    for k, dataset in self.items()
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/dataset_dict.py", line 303, in <dictcomp>
    for k, dataset in self.items()
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1259, in map
    update_data=update_data,
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 157, in wrapper
    out: Union["Dataset", "DatasetDict"] = func(self, *args, **kwargs)
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/fingerprint.py", line 158, in wrapper
    self._fingerprint, transform, kwargs_for_fingerprint
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/fingerprint.py", line 105, in update_fingerprint
    hasher.update(transform_args[key])
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/fingerprint.py", line 57, in update
    self.m.update(self.hash(value).encode("utf-8"))
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/fingerprint.py", line 53, in hash
    return cls.hash_default(value)
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/fingerprint.py", line 46, in hash_default
    return cls.hash_bytes(dumps(value))
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/utils/py_utils.py", line 389, in dumps
    dump(obj, file)
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/utils/py_utils.py", line 361, in dump
    Pickler(file, recurse=True).dump(obj)
  File "/home/stas/anaconda3/lib/python3.7/site-packages/dill/_dill.py", line 454, in dump
    StockPickler.dump(self, obj)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 437, in dump
    self.save(obj)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/stas/anaconda3/lib/python3.7/site-packages/datasets/utils/py_utils.py", line 556, in save_function
    obj=obj,
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/stas/anaconda3/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/home/stas/anaconda3/lib/python3.7/pickle.py", line 524, in save
    rv = reduce(self.proto)
TypeError: can't pickle _LazyModule objects
```
```
$ python --version
Python 3.7.4

$ python -m torch.utils.collect_env
Collecting environment information...
PyTorch version: 1.8.0.dev20210110+cu110
Is debug build: False
CUDA used to build PyTorch: 11.0
ROCM used to build PyTorch: N/A

OS: Ubuntu 20.04.2 LTS (x86_64)
GCC version: (Ubuntu 9.3.0-17ubuntu1~20.04) 9.3.0
Clang version: 10.0.0-4ubuntu1 
CMake version: version 3.16.3
```

Thanks.

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