Issue: Saving large in-memory datasets with save_to_disk crashes because of pickling

Comment:
Hi!
So I've managed to created a minimum working (well technically crashing) example for the multiprocessing case, I create a huge list of zeros, like in your example, and then I try to .map(None, num_proc=2) over it, which then crashes, here's the code:

```python
from datasets import  Dataset

if __name__ == '__main__':
    ton_of_zeroes = [0] * ((12 * 8 << 30) // 64)
    large_dataset = Dataset.from_dict({'col': ton_of_zeroes})
    print("Start")
    large_dataset.map(function=None, num_proc=2)
    print("Done - should not print")
```

The amount of zeros could probably be reduced, I haven't tried to minimize it to find the breaking point, I just increased it from your code (which by quick glance I assumed tried to allocate over 4 GiB)

Running this results in the following traceback:

```
Parameter 'indices'=[        0         1         2 ... 805306365 805306366 805306367] of the transform datasets.arrow_dataset.Dataset.select couldn't be hashed properly, a random hash was used instead. Make sure your transforms and parameters are serializable with pickle or dill for the dataset fingerprinting and caching to work. If you reuse this transform, the caching mechanism will consider it to be different from the previous calls and recompute everything. This warning is only showed once. Subsequent hashing failures won't be showed.
Traceback (most recent call last):
  File "./crash_multiproc_pickle.py", line 7, in <module>
    large_dataset.map(function=None, num_proc=2)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in map
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in <listcomp>
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 657, in get
    raise self._value
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 431, in _handle_tasks
    put(task)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/connection.py", line 209, in send
    self._send_bytes(_ForkingPickler.dumps(obj))
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/reduction.py", line 54, in dumps
    cls(buf, protocol, *args, **kwds).dump(obj)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 454, in dump
    StockPickler.dump(self, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 437, in dump
    self.save(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 662, in save_reduce
    save(state)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 843, in _batch_appends
    save(x)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 732, in save_bytes
    self._write_large_bytes(BINBYTES + pack("<I", n), obj)
struct.error: 'I' format requires 0 <= number <= 4294967295
```

My datasets usually have hundreds of thousands to low millions of rows, with each row containing a list of 10 strings and list of vectors of different length (the strings tokenized), which in the worst case have 10\*512\*8 = 40960 bytes (but usually it is much smaller, as the vectors tend to be shorter. I need these groups of text lines to create training data for the Inverse Cloze Task.

Anyway I don't think my particular dataset is relevant, as the tiny script I created also manages to crash.
But I think the issue is the same as the save_to_disk, from the traceback it seems that in multiprocessing, it tries to use dill to return the result of the map workers, which tries to pickle the data and can't do it, probably because it's again using the older pickle protocol. That's my guess anyway.