Title: Cannot load TREC dataset: ConnectionError
State: closed
Labels: description: A bug in a dataset script provided in the library
name: dataset bug

## Problem
I cannot load "trec" dataset, it results with ConnectionError as shown below. I've tried on both Google Colab and locally. 
* `requests.head('http://cogcomp.org/Data/QA/QC/train_5500.label')` returns <Response [302]>. 
* `requests.head('http://cogcomp.org/Data/QA/QC/train_5500.label', allow_redirects=True)` raises `requests.exceptions.TooManyRedirects: Exceeded 30 redirects.`
* Opening `http://cogcomp.org/Data/QA/QC/train_5500.label' in a browser works, but opens a different address
* Increasing max_redirects to 100 doesn't help

Also, while debugging I've seen that requesting 'https://storage.googleapis.com/huggingface-nlp/cache/datasets/trec/default/1.1.0/dataset_info.json' returns <Response [404]> before, but it doesn't raise any errors. Not sure if that's relevant.

* datasets.__version__ == '1.1.2'
* requests.__version__ == '2.24.0'

## Error trace
```
>>> import datasets
>>> datasets.__version__
'1.1.2'
>>> dataset = load_dataset("trec", split="train")
Using custom data configuration default
Downloading and preparing dataset trec/default (download: 350.79 KiB, generated: 403.39 KiB, post-processed: Unknown size, total: 754.18 KiB) to /home/przemyslaw/.cache/huggingface/datasets/trec/default/1.1.0/ca4248481ad244f235f4cf277186cad2ee8769f975119a2bbfc41b8932b88bd7...
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/load.py", line 611, in load_dataset
    ignore_verifications=ignore_verifications,
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/builder.py", line 476, in download_and_prepare
    dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/builder.py", line 531, in _download_and_prepare
    split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
  File "/home/przemyslaw/.cache/huggingface/modules/datasets_modules/datasets/trec/ca4248481ad244f235f4cf277186cad2ee8769f975119a2bbfc41b8932b88bd7/trec.py", line 140, in _split_generators
    dl_files = dl_manager.download_and_extract(_URLs)
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/download_manager.py", line 254, in download_and_extract
    return self.extract(self.download(url_or_urls))
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/download_manager.py", line 179, in download
    num_proc=download_config.num_proc,
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/py_utils.py", line 225, in map_nested
    _single_map_nested((function, obj, types, None, True)) for obj in tqdm(iterable, disable=disable_tqdm)
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/py_utils.py", line 225, in <listcomp>
    _single_map_nested((function, obj, types, None, True)) for obj in tqdm(iterable, disable=disable_tqdm)
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/py_utils.py", line 163, in _single_map_nested
    return function(data_struct)
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/file_utils.py", line 308, in cached_path
    use_etag=download_config.use_etag,
  File "/home/przemyslaw/.local/lib/python3.6/site-packages/datasets/utils/file_utils.py", line 475, in get_from_cache
    raise ConnectionError("Couldn't reach {}".format(url))
ConnectionError: Couldn't reach http://cogcomp.org/Data/QA/QC/train_5500.label
```

I would appreciate some suggestions here. 

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