Title: Issue when wanting to split in memory a cached dataset
State: open

### Describe the bug

**In the 'train_test_split' method of the Dataset class** (defined datasets/arrow_dataset.py), **if 'self.cache_files' is not empty**, then, **regarding the input parameters 'train_indices_cache_file_name' and 'test_indices_cache_file_name', if they are None**, we modify them to make them not None, to see if we can just provide back / work from cached data. But if we can't provide cached data, we move on with the call to the method, except those two values are not None anymore, which will conflict with the use of the 'keep_in_memory' parameter down the line.
Indeed, at some point we end up calling the 'select' method, **and if 'keep_in_memory' is True**, since the value of this method's parameter 'indices_cache_file_name' is now not None anymore, **an exception is raised, whose message is "Please use either 'keep_in_memory' or 'indices_cache_file_name' but not both.".**
Because of that, it's impossible to perform a train / test split of a cached dataset while requesting that the result not be cached. Which is inconvenient when one is just performing experiments, with no intention of caching the result.

Aside from this being inconvenient, **the code which lead up to that situation seems simply wrong** to me: the input variable should not be modified so as to change the user's intention just to perform a test, if that test can fail and respecting the user's intention is necessary to proceed in that case.
To fix this, I suggest to use other variables / other variable names, in order to host the value(s) needed to perform the test, so as not to change the originally input values needed by the rest of the method's code.

Also, **I don't see why an exception should be raised when the 'select' method is called with both 'keep_in_memory'=True and 'indices_cache_file_name'!=None**: should the use of 'keep_in_memory' not prevail anyway, specifying that the user does not want to perform caching, and so making irrelevant the value of 'indices_cache_file_name'? This is indeed what happens when we look further in the code, in the '\_select_with_indices_mapping' method: when 'keep_in_memory' is True, then the value of indices_cache_file_name does not matter, the data will be written to a stream buffer anyway.
Hence I suggest to remove the raising of exception in those circumstances. Notably, to remove the raising of it in the 'select', '\_select_with_indices_mapping', 'shuffle' and 'map' methods.

### Steps to reproduce the bug

```python
import datasets

def generate_examples():
    for i in range(10):
        yield {"id": i}

dataset_ = datasets.Dataset.from_generator(
    generate_examples,
    keep_in_memory=False,
)
dataset_.train_test_split(
    test_size=3,
    shuffle=False,
    keep_in_memory=True,
    train_indices_cache_file_name=None,
    test_indices_cache_file_name=None,
)
```

### Expected behavior

The result of the above code should be a DatasetDict instance.

Instead, we get the following exception stack:
```python
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
Cell In[3], line 1
----> 1 dataset_.train_test_split(
      2     test_size=3,
      3     shuffle=False,
      4     keep_in_memory=True,
      5     train_indices_cache_file_name=None,
      6     test_indices_cache_file_name=None,
      7 )

File ~/Work/Developments/datasets/src/datasets/arrow_dataset.py:528, in transmit_format.<locals>.wrapper(*args, **kwargs)
    521 self_format = {
    522     "type": self._format_type,
    523     "format_kwargs": self._format_kwargs,
    524     "columns": self._format_columns,
    525     "output_all_columns": self._output_all_columns,
    526 }
    527 # apply actual function
--> 528 out: Union["Dataset", "DatasetDict"] = func(self, *args, **kwargs)
    529 datasets: List["Dataset"] = list(out.values()) if isinstance(out, dict) else [out]
    530 # re-apply format to the output

File ~/Work/Developments/datasets/src/datasets/fingerprint.py:511, in fingerprint_transform.<locals>._fingerprint.<locals>.wrapper(*args, **kwargs)
    507             validate_fingerprint(kwargs[fingerprint_name])
    509 # Call actual function
--> 511 out = func(dataset, *args, **kwargs)
    513 # Update fingerprint of in-place transforms + update in-place history of transforms
    515 if inplace:  # update after calling func so that the fingerprint doesn't change if the function fails

File ~/Work/Developments/datasets/src/datasets/arrow_dataset.py:4428, in Dataset.train_test_split(self, test_size, train_size, shuffle, stratify_by_column, seed, generator, keep_in_memory, load_from_cache_file, train_indices_cache_file_name, test_indices_cache_file_name, writer_batch_size, train_new_fingerprint, test_new_fingerprint)
   4425         test_indices = permutation[:n_test]
   4426         train_indices = permutation[n_test : (n_test + n_train)]
-> 4428 train_split = self.select(
   4429     indices=train_indices,
   4430     keep_in_memory=keep_in_memory,
   4431     indices_cache_file_name=train_indices_cache_file_name,
   4432     writer_batch_size=writer_batch_size,
   4433     new_fingerprint=train_new_fingerprint,
   4434 )
   4435 test_split = self.select(
   4436     indices=test_indices,
   4437     keep_in_memory=keep_in_memory,
   (...)
   4440     new_fingerprint=test_new_fingerprint,
   4441 )
   4443 return DatasetDict({"train": train_split, "test": test_split})

File ~/Work/Developments/datasets/src/datasets/arrow_dataset.py:528, in transmit_format.<locals>.wrapper(*args, **kwargs)
    521 self_format = {
    522     "type": self._format_type,
    523     "format_kwargs": self._format_kwargs,
    524     "columns": self._format_columns,
    525     "output_all_columns": self._output_all_columns,
    526 }
    527 # apply actual function
--> 528 out: Union["Dataset", "DatasetDict"] = func(self, *args, **kwargs)
    529 datasets: List["Dataset"] = list(out.values()) if isinstance(out, dict) else [out]
    530 # re-apply format to the output

File ~/Work/Developments/datasets/src/datasets/fingerprint.py:511, in fingerprint_transform.<locals>._fingerprint.<locals>.wrapper(*args, **kwargs)
    507             validate_fingerprint(kwargs[fingerprint_name])
    509 # Call actual function
--> 511 out = func(dataset, *args, **kwargs)
    513 # Update fingerprint of in-place transforms + update in-place history of transforms
    515 if inplace:  # update after calling func so that the fingerprint doesn't change if the function fails

File ~/Work/Developments/datasets/src/datasets/arrow_dataset.py:3679, in Dataset.select(self, indices, keep_in_memory, indices_cache_file_name, writer_batch_size, new_fingerprint)
   3645 """Create a new dataset with rows selected following the list/array of indices.
   3646 
   3647 Args:
   (...)
   3676 ```
   3677 """
   3678 if keep_in_memory and indices_cache_file_name is not None:
-> 3679     raise ValueError("Please use either `keep_in_memory` or `indices_cache_file_name` but not both.")
   3681 if len(self.list_indexes()) > 0:
   3682     raise DatasetTransformationNotAllowedError(
   3683         "Using `.select` on a dataset with attached indexes is not allowed. You can first run `.drop_index() to remove your index and then re-add it."
   3684     )

ValueError: Please use either `keep_in_memory` or `indices_cache_file_name` but not both.
```

### Environment info

- `datasets` version: 2.11.1.dev0
- Platform: Linux-5.4.236-1-MANJARO-x86_64-with-glibc2.2.5
- Python version: 3.8.12
- Huggingface_hub version: 0.13.3
- PyArrow version: 11.0.0
- Pandas version: 2.0.0

***
***

EDIT:
Now with a pull request to fix this [here](https://github.com/huggingface/datasets/pull/5700)

Comments:
Hi ! Good catch, this is wrong indeed and thanks for opening a PR :)

Facing the same issue. Kindly fix this bug.