Issue: Use DeepSpeed load myself " .csv " dataset.

### Describe the bug

When I use DeepSpeed train a model with my own " XXX.csv" dataset I got the follow question:
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1767, in load_dataset
    builder_instance = load_dataset_builder(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1498, in load_dataset_builder
    dataset_module = dataset_module_factory(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1217, in dataset_module_factory
    raise FileNotFoundError(
FileNotFoundError: Couldn't find a dataset script at /home/fm001/hzl/Data/qa.csv/qa.csv.py or any data file in the same directory.




### Steps to reproduce the bug

my code is :
from datasets import load_dataset
mydata = load_dataset("/home/fm001/hzl/Data/qa.csv")

### Expected behavior

。。。

### Environment info

。。。

Comments:
Hi ! Doing `load_dataset("path/to/data.csv")` is not supported yet, but you can do

```python
ds =  load_dataset("csv", data_files=["path/to/data.csv"])
```

@lhoestq thank you.

The other question: 
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1767, in load_dataset
    builder_instance = load_dataset_builder(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1498, in load_dataset_builder
    dataset_module = dataset_module_factory(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1127, in dataset_module_factory
    return PackagedDatasetModuleFactory(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 708, in get_module
    data_files = DataFilesDict.from_local_or_remote(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/data_files.py", line 796, in from_local_or_remote
    DataFilesList.from_local_or_remote(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/data_files.py", line 764, in from_local_or_remote
    data_files = resolve_patterns_locally_or_by_urls(base_path, patterns, allowed_extensions)
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/data_files.py", line 362, in resolve_patterns_locally_or_by_urls
    for path in _resolve_single_pattern_locally(base_path, pattern, allowed_extensions):
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/data_files.py", line 306, in _resolve_single_pattern_locally
    raise FileNotFoundError(error_msg)
FileNotFoundError: Unable to find '/home/fm001/hzl/Data/qa/' at /
>>> mydata = load_dataset("/home/fm001/hzl/Data/qa/")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1767, in load_dataset
    builder_instance = load_dataset_builder(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1508, in load_dataset_builder
    builder_cls = import_main_class(dataset_module.module_path)
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 115, in import_main_class
    module = importlib.import_module(module_path)
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/importlib/__init__.py", line 127, in import_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 1014, in _gcd_import
  File "<frozen importlib._bootstrap>", line 991, in _find_and_load
  File "<frozen importlib._bootstrap>", line 975, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 671, in _load_unlocked
  File "<frozen importlib._bootstrap_external>", line 783, in exec_module
  File "<frozen importlib._bootstrap>", line 219, in _call_with_frames_removed
  File "/home/fm001/.cache/huggingface/modules/datasets_modules/datasets/qa/b8b9f481eff9d17b769b4b50f30a51da32b47c94d1af4d2bdffb9fc2c589513a/qa.py", line 2, in <module>
    mydata = load_dataset("/home/fm001/hzl/Data/qa/")
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1767, in load_dataset
    builder_instance = load_dataset_builder(
  File "/home/fm001/.conda/envs/hzl/lib/python3.8/site-packages/datasets/load.py", line 1524, in load_dataset_builder
    builder_instance: DatasetBuilder = builder_cls(
TypeError: 'NoneType' object is not callable

And I follow the setting with https://huggingface.co/docs/datasets/dataset_script