Can't download MultiNLI 
 When I try to download MultiNLI with 
```python
dataset = load_dataset('multi_nli')
```

I get this long error:
```python
---------------------------------------------------------------------------
OSError                                   Traceback (most recent call last)
<ipython-input-13-3b11f6be4cb9> in <module>
      1 # Load a dataset and print the first examples in the training set
      2 # nli_dataset = nlp.load_dataset('multi_nli')
----> 3 dataset = load_dataset('multi_nli')
      4 # nli_dataset = nlp.load_dataset('multi_nli', split='validation_matched[:10%]')
      5 # print(nli_dataset['train'][0])

~\Miniconda3\envs\nlp\lib\site-packages\nlp\load.py in load_dataset(path, name, version, data_dir, data_files, split, cache_dir, download_config, download_mode, ignore_verifications, save_infos, **config_kwargs)
    514 
    515     # Download and prepare data
--> 516     builder_instance.download_and_prepare(
    517         download_config=download_config,
    518         download_mode=download_mode,

~\Miniconda3\envs\nlp\lib\site-packages\nlp\builder.py in download_and_prepare(self, download_config, download_mode, ignore_verifications, save_infos, try_from_hf_gcs, dl_manager, **download_and_prepare_kwargs)
    417             with utils.temporary_assignment(self, "_cache_dir", tmp_data_dir):
    418                 verify_infos = not save_infos and not ignore_verifications
--> 419                 self._download_and_prepare(
    420                     dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
    421                 )

~\Miniconda3\envs\nlp\lib\site-packages\nlp\builder.py in _download_and_prepare(self, dl_manager, verify_infos, **prepare_split_kwargs)
    455         split_dict = SplitDict(dataset_name=self.name)
    456         split_generators_kwargs = self._make_split_generators_kwargs(prepare_split_kwargs)
--> 457         split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
    458         # Checksums verification
    459         if verify_infos:

~\Miniconda3\envs\nlp\lib\site-packages\nlp\datasets\multi_nli\60774175381b9f3f1e6ae1028229e3cdb270d50379f45b9f2c01008f50f09e6b\multi_nli.py in _split_generators(self, dl_manager)
     99     def _split_generators(self, dl_manager):
    100 
--> 101         downloaded_dir = dl_manager.download_and_extract(
    102             "http://storage.googleapis.com/tfds-data/downloads/multi_nli/multinli_1.0.zip"
    103         )

~\Miniconda3\envs\nlp\lib\site-packages\nlp\utils\download_manager.py in download_and_extract(self, url_or_urls)
    214             extracted_path(s): `str`, extracted paths of given URL(s).
    215         """
--> 216         return self.extract(self.download(url_or_urls))
    217 
    218     def get_recorded_sizes_checksums(self):

~\Miniconda3\envs\nlp\lib\site-packages\nlp\utils\download_manager.py in extract(self, path_or_paths)
    194                 path_or_paths.
    195         """
--> 196         return map_nested(
    197             lambda path: cached_path(path, extract_compressed_file=True, force_extract=False), path_or_paths,
    198         )

~\Miniconda3\envs\nlp\lib\site-packages\nlp\utils\py_utils.py in map_nested(function, data_struct, dict_only, map_tuple)
    168                 return tuple(mapped)
    169     # Singleton
--> 170     return function(data_struct)
    171 
    172 

~\Miniconda3\envs\nlp\lib\site-packages\nlp\utils\download_manager.py in <lambda>(path)
    195         """
    196         return map_nested(
--> 197             lambda path: cached_path(path, extract_compressed_file=True, force_extract=False), path_or_paths,
    198         )
    199 

~\Miniconda3\envs\nlp\lib\site-packages\nlp\utils\file_utils.py in cached_path(url_or_filename, download_config, **download_kwargs)
    231             if is_zipfile(output_path):
    232                 with ZipFile(output_path, "r") as zip_file:
--> 233                     zip_file.extractall(output_path_extracted)
    234                     zip_file.close()
    235             elif tarfile.is_tarfile(output_path):

~\Miniconda3\envs\nlp\lib\zipfile.py in extractall(self, path, members, pwd)
   1644 
   1645         for zipinfo in members:
-> 1646             self._extract_member(zipinfo, path, pwd)
   1647 
   1648     @classmethod

~\Miniconda3\envs\nlp\lib\zipfile.py in _extract_member(self, member, targetpath, pwd)
   1698 
   1699         with self.open(member, pwd=pwd) as source, \
-> 1700              open(targetpath, "wb") as target:
   1701             shutil.copyfileobj(source, target)
   1702 

OSError: [Errno 22] Invalid argument: 'C:\\Users\\Python\\.cache\\huggingface\\datasets\\3e12413b8ec69f22dfcfd54a79d1ba9e7aac2e18e334bbb6b81cca64fd16bffc\\multinli_1.0\\Icon\r'
```
 
 Glad it helps !
Though I am not one of hf team, but maybe you should close this issue first.