Title: to_tf_dataset fails on TPU
State: open
Labels: description: Something isn't working
name: bug

Using `to_tf_dataset` to create a dataset and then putting it in `model.fit` results in an internal error on TPUs. I've only tried on Colab and Kaggle TPUs, not GCP TPUs.


## Steps to reproduce the bug
I made a colab to show the error. https://colab.research.google.com/drive/12x_PFKzGouFxqD4OuWfnycW_1TaT276z?usp=sharing

## Expected results
dataset from `to_tf_dataset` works in `model.fit`  
Right below the first error in the colab I use `tf.data.Dataset.from_tensor_slices` and `model.fit` works just fine. This is the desired outcome.

## Actual results
```
InternalError: 5 root error(s) found.
  (0) INTERNAL: {{function_node __inference_train_function_30558}} failed to connect to all addresses
Additional GRPC error information from remote target /job:localhost/replica:0/task:0/device:CPU:0:
:{"created":"@1638231897.932218653","description":"Failed to pick subchannel","file":"third_party/grpc/src/core/ext/filters/client_channel/client_channel.cc","file_line":3151,"referenced_errors":[{"created":"@1638231897.932216754","description":"failed to connect to all addresses","file":"third_party/grpc/src/core/lib/transport/error_utils.cc","file_line":161,"grpc_status":14}]}
	 [[{{node StatefulPartitionedCall}}]]
	 [[MultiDeviceIteratorGetNextFromShard]]
Executing non-communication op <MultiDeviceIteratorGetNextFromShard> originally returned UnavailableError, and was replaced by InternalError to avoid invoking TF network error handling logic.
	 [[RemoteCall]]
	 [[IteratorGetNextAsOptional]]
	 [[tpu_compile_succeeded_assert/_14023832043698465348/_7/_439]]
```

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version: 1.16.1
- Platform: Linux-5.4.104+-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.7.12
- PyArrow version: 3.0.0
- Tensorflow 2.7.0
- `transformers` 4.12.5


Comments:
This might be related to https://github.com/tensorflow/tensorflow/issues/38762 , what do you think @Rocketknight1 ?
> Dataset.from_generator is expected to not work with TPUs as it uses py_function underneath which is incompatible with Cloud TPU 2VM setup. If you would like to read from large datasets, maybe try to materialize it on disk and use TFRecordDataest instead.

Hi @lhoestq @nbroad1881, I think it's very similar, yes. Unfortunately `to_tf_dataset` uses `tf.numpy_function` which can't be compiled - this is a necessary evil to load from the underlying Arrow dataset. We need to update the notebooks/examples to clarify that this won't work, or to identify a workaround. You may be able to get it to work on an actual cloud TPU VM, but those are quite new and we haven't tested it yet. 

Thank you for the explanation. I didn't realize the nuances of `tf.numpy_function`. In this scenario, would it be better to use `export(format='tfrecord')` ?  It's not quite the same, but for very large datasets that don't fit in memory it looks like it is the only option. I haven't used `export` before, but I do recall reading that there are suggestions for how big and how many tfrecords there should be to not bottleneck the TPU. It might be nice if there were a way for the `export` method to split the files up into appropriate chunk sizes depending on the size of the dataset and the number of devices. And if that is too much, it would be nice to be able to specify the number of files that would be created when using `export`. Well... maybe the user should just do the chunking themselves and call `export` a bunch of times.  Whatever the case, you have been helpful. Thanks Tensorflow boy ;-) 

Yeah, this is something we really should have a proper guide on. I'll make a note to test some things and make a 'TF TPU best practices' notebook at some point, but in the meantime I think your solution of exporting TFRecords will probably work. 

Also: I knew that tweet would haunt me