Issue: Load large text file for LM pre-training resulting in OOM

Comment:
@lhoestq I looked quickly to a previously spoted bug in my env wandb /sdk/interface/interface.py, because sometimes when I load the dataset I got a multiprocessing error at line 510 in wandb...interface.py

This bug is reported here https://github.com/huggingface/datasets/issues/847

```
---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
<timed eval> in <module>

~/anaconda3/envs/tfm/lib/python3.6/site-packages/transformers/trainer.py in train(self, model_path, trial)
    877             print(len(epoch_iterator))
    878 
--> 879             for step, inputs in enumerate(epoch_iterator):
    880 
    881                 start_step = time.time()

~/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/dataloader.py in __next__(self)
    433         if self._sampler_iter is None:
    434             self._reset()
--> 435         data = self._next_data()
    436         self._num_yielded += 1
    437         if self._dataset_kind == _DatasetKind.Iterable and \

~/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/dataloader.py in _next_data(self)
   1083             else:
   1084                 del self._task_info[idx]
-> 1085                 return self._process_data(data)
   1086 
   1087     def _try_put_index(self):

~/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/dataloader.py in _process_data(self, data)
   1109         self._try_put_index()
   1110         if isinstance(data, ExceptionWrapper):
-> 1111             data.reraise()
   1112         return data
   1113 

~/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/_utils.py in reraise(self)
    426             # have message field
    427             raise self.exc_type(message=msg)
--> 428         raise self.exc_type(msg)
    429 
    430 

AssertionError: Caught AssertionError in DataLoader worker process 0.
Original Traceback (most recent call last):
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/_utils/worker.py", line 198, in _worker_loop
    data = fetcher.fetch(index)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/_utils/fetch.py", line 44, in fetch
    data = [self.dataset[idx] for idx in possibly_batched_index]
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/torch/utils/data/_utils/fetch.py", line 44, in <listcomp>
    data = [self.dataset[idx] for idx in possibly_batched_index]
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/datasets/arrow_dataset.py", line 1083, in __getitem__
    format_kwargs=self._format_kwargs,
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/datasets/arrow_dataset.py", line 1070, in _getitem
    format_kwargs=format_kwargs,
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/datasets/arrow_dataset.py", line 886, in _convert_outputs
    v = map_nested(command, v, **map_nested_kwargs)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/datasets/utils/py_utils.py", line 216, in map_nested
    return function(data_struct)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/datasets/arrow_dataset.py", line 847, in command
    return torch.tensor(x, **format_kwargs)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/warnings.py", line 101, in _showwarnmsg
    _showwarnmsg_impl(msg)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/warnings.py", line 30, in _showwarnmsg_impl
    file.write(text)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/wandb/sdk/lib/redirect.py", line 100, in new_write
    cb(name, data)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/wandb/sdk/wandb_run.py", line 729, in _console_callback
    self._backend.interface.publish_output(name, data)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/wandb/sdk/interface/interface.py", line 186, in publish_output
    self._publish_output(o)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/wandb/sdk/interface/interface.py", line 191, in _publish_output
    self._publish(rec)
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/site-packages/wandb/sdk/interface/interface.py", line 510, in _publish
    if self._process and not self._process.is_alive():
  File "/home/ad/anaconda3/envs/tfm/lib/python3.6/multiprocessing/process.py", line 134, in is_alive
    assert self._parent_pid == os.getpid(), 'can only test a child process'
AssertionError: can only test a child process
```

My workaround was to just comment those lines without looking to much into consecuences:

```
def _publish(self, record: pb.Record, local: bool = None) -> None:
        #if self._process and not self._process.is_alive():
        #    raise Exception("The wandb backend process has shutdown")
```

It worked so far... I need to try running without wandb and see if it could be causing something wrong with multiprocessing. I am going to try to launch the training setting wandb to false and I will let you know again.