Issue: Windows Permission Error (most recent version of datasets)

Comment:
Hello @SBrandeis , this is it:
```
Traceback (most recent call last):
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 537, in incomplete_dir
    yield tmp_dir
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 578, in download_and_prepare
    self._download_and_prepare(
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 656, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 982, in _prepare_split
    num_examples, num_bytes = writer.finalize()
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\arrow_writer.py", line 297, in finalize
    self.write_on_file()
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\arrow_writer.py", line 230, in write_on_file
    pa_array = pa.array(typed_sequence)
  File "pyarrow\array.pxi", line 222, in pyarrow.lib.array
  File "pyarrow\array.pxi", line 110, in pyarrow.lib._handle_arrow_array_protocol
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\arrow_writer.py", line 97, in __arrow_array__
    out = pa.array(self.data, type=type)
  File "pyarrow\array.pxi", line 305, in pyarrow.lib.array
  File "pyarrow\array.pxi", line 39, in pyarrow.lib._sequence_to_array
  File "pyarrow\error.pxi", line 122, in pyarrow.lib.pyarrow_internal_check_status
  File "pyarrow\error.pxi", line 107, in pyarrow.lib.check_status
pyarrow.lib.ArrowTypeError: Expected bytes, got a 'list' object

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:/Users/Luisa/Documents/Uni/WS 2020,21/Neural Networks/Final_Project/NN_Project/data_loading.py", line 122, in <module>
    main()
  File "C:/Users/Luisa/Documents/Uni/WS 2020,21/Neural Networks/Final_Project/NN_Project/data_loading.py", line 111, in main
    dataset = datasets.load_dataset(
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\load.py", line 740, in load_dataset
    builder_instance.download_and_prepare(
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 586, in download_and_prepare
    self._save_info()
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\contextlib.py", line 131, in __exit__
    self.gen.throw(type, value, traceback)
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\site-packages\datasets\builder.py", line 543, in incomplete_dir
    shutil.rmtree(tmp_dir)
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\shutil.py", line 740, in rmtree
    return _rmtree_unsafe(path, onerror)
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\shutil.py", line 618, in _rmtree_unsafe
    onerror(os.unlink, fullname, sys.exc_info())
  File "C:\Users\Luisa\AppData\Local\Programs\Python\Python38\lib\shutil.py", line 616, in _rmtree_unsafe
    os.unlink(fullname)
PermissionError: [WinError 32] Der Prozess kann nicht auf die Datei zugreifen, da sie von einem anderen Prozess verwendet wird: 'C:\\Users\\Luisa\\.cache\\huggingface\\datasets\\sample\\default-20ee7d51a6a9454f\\0.0.0\\5fc4c3a355ea77ab446bd31fca5082437600b8364d29b2b95264048bd1f398b1.incomplete\\sample-train.arrow'

Process finished with exit code 1
```