Issue: some issue in loading local txt file as Dataset for run_mlm.py

![image](https://user-images.githubusercontent.com/14968123/115773877-18cef300-a3c6-11eb-8e58-a9cbfd1001ec.png)

first of all, I tried to load 3 .txt files as a dataset (sure that the directory and permission is OK.), I face with the below error.

> FileNotFoundError: [Errno 2] No such file or directory: 'c'

by removing one of the training .txt files It's fixed and although if I put all file as training it's ok
![image](https://user-images.githubusercontent.com/14968123/115774207-867b1f00-a3c6-11eb-953b-905cfb112d25.png)
![image](https://user-images.githubusercontent.com/14968123/115774264-9b57b280-a3c6-11eb-9f36-7b109f0e5a31.png)


after this, my question is how could I use this defined Dataset for run_mlm.py for from scratch pretraining.
by using  --train_file path_to_train_file just can use one .txt , .csv or, .json file. I tried to set my defined Dataset as --dataset_name but the below issue occurs.


> Traceback (most recent call last):
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 336, in prepare_module
    local_path = cached_path(file_path, download_config=download_config)
  File "/usr/local/lib/python3.7/dist-packages/datasets/utils/file_utils.py", line 291, in cached_path
    use_auth_token=download_config.use_auth_token,
  File "/usr/local/lib/python3.7/dist-packages/datasets/utils/file_utils.py", line 621, in get_from_cache
    raise FileNotFoundError("Couldn't find file at {}".format(url))
FileNotFoundError: Couldn't find file at https://raw.githubusercontent.com/huggingface/datasets/master/datasets/dataset/dataset.py

> During handling of the above exception, another exception occurred:

> Traceback (most recent call last):
  File "run_mlm.py", line 486, in <module>
    main()
  File "run_mlm.py", line 242, in main
    datasets = load_dataset(data_args.dataset_name, data_args.dataset_config_name, cache_dir=model_args.cache_dir)
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 719, in load_dataset
    use_auth_token=use_auth_token,
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 347, in prepare_module
    combined_path, github_file_path
FileNotFoundError: Couldn't find file locally at dataset/dataset.py, or remotely at https://raw.githubusercontent.com/huggingface/datasets/1.6.0/datasets/dataset/dataset.py.
The file is also not present on the master branch on github.


Comments:
Hi,

1. try
    ```python
    dataset = load_dataset("text", data_files={"train": ["a1.txt", "b1.txt"], "test": ["c1.txt"]})
    ```
    instead.

    Sadly, I can't reproduce the error on my machine. If the above code doesn't resolve the issue, try to update the library to the 
    newest version (`pip install datasets --upgrade`).

2. https://github.com/huggingface/transformers/blob/3ed5e97ba04ce9b24b4a7161ea74572598a4c480/examples/pytorch/language-modeling/run_mlm.py#L258-L259
This is the original code. You'll have to modify the example source to work with multiple train files. To make it easier, let's say "|" will act as a delimiter between files:
    ```python
        if data_args.train_file is not None:
            data_files["train"] = data_args.train_file.split("|")  # + .split("|")
    ```
    Then call the script as follows (**dataset_name must be None**):
    ```bash
    python run_mlm.py [... other args] --train_file a1.txt|b1.txt
    ```

i meet the same error with datasets 1.11.0, is there any insight about this?