Issue: ModuleNotFoundError: No module named 'apache_beam' for wikipedia datasets 

Hi
I am trying to run run_mlm.py code [1] of huggingface with following "wikipedia"/ "20200501.aa"  dataset:

`python run_mlm.py     --model_name_or_path bert-base-multilingual-cased --dataset_name wikipedia     --dataset_config_name 20200501.aa     --do_train     --do_eval     --output_dir /tmp/test-mlm --max_seq_length 256
`

I am getting this error, but as per documentation, huggingface dataset provide processed version of this dataset and users can load it without requiring setup extra settings for apache-beam. could you help me please to load this dataset? 
Do you think I can run run_ml.py with this dataset? or anyway I could subsample and train the model? I greatly appreciate providing the processed version of all languages for this dataset, which allow the user to use them without setting up apache-beam,. thanks 

I really appreciate your help.
@lhoestq 

thanks.

[1] https://github.com/huggingface/transformers/blob/master/examples/language-modeling/run_mlm.py

error I get: 

```
>>> import datasets 
>>> datasets.load_dataset("wikipedia", "20200501.aa")
Downloading and preparing dataset wikipedia/20200501.aa (download: Unknown size, generated: Unknown size, post-processed: Unknown size, total: Unknown size) to /dara/temp/cache_home_2/datasets/wikipedia/20200501.aa/1.0.0/4021357e28509391eab2f8300d9b689e7e8f3a877ebb3d354b01577d497ebc63...
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/dara/temp/libs/anaconda3/envs/codes/lib/python3.7/site-packages/datasets-1.3.0-py3.7.egg/datasets/load.py", line 746, in load_dataset
    use_auth_token=use_auth_token,
  File "/dara/temp/libs/anaconda3/envs/codes/lib/python3.7/site-packages/datasets-1.3.0-py3.7.egg/datasets/builder.py", line 573, in download_and_prepare
    dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
  File "/dara/temp/libs/anaconda3/envs/codes/lib/python3.7/site-packages/datasets-1.3.0-py3.7.egg/datasets/builder.py", line 1099, in _download_and_prepare
    import apache_beam as beam
ModuleNotFoundError: No module named 'apache_beam'

```

Comments:
I sometimes also get this error with other languages of the same dataset:

  File "/dara/libs/anaconda3/envs/code/lib/python3.7/site-packages/datasets-1.3.0-py3.7.egg/datasets/arrow_reader.py", line 322, in read_table
    stream = stream_from(filename)
  File "pyarrow/io.pxi", line 782, in pyarrow.lib.memory_map
  File "pyarrow/io.pxi", line 743, in pyarrow.lib.MemoryMappedFile._open
  File "pyarrow/error.pxi", line 122, in pyarrow.lib.pyarrow_internal_check_status
  File "pyarrow/error.pxi", line 99, in pyarrow.lib.check_status
OSError: Memory mapping file failed: Cannot allocate memory

@lhoestq 


Hi ! Thanks for reporting
Some wikipedia configurations do require the user to have `apache_beam` in order to parse the wikimedia data.

On the other hand regarding your second issue
```
OSError: Memory mapping file failed: Cannot allocate memory
```
I've never experienced this, can you open a new issue for this specific error and provide more details please ?
For example what script did you use to get this, what language did you use, what's your environment details (os, python version, pyarrow version)..