Issue: FileNotFoundError while downloading wikipedia dataset for any language

## Describe the bug
Hi, I am currently trying to download wikipedia dataset using  
load_dataset("wikipedia", language="aa", date="20220401", split="train",beam_runner='DirectRunner'). However, I end up in getting filenotfound error.  I get this error for any language I try to download.


Environment:


## Steps to reproduce the bug
```python
from datasets import load_dataset
load_dataset("wikipedia", language="aa", date="20220401", split="train",beam_runner='DirectRunner')
```

## Expected results
to load the dataset

## Actual results
I am pasting the error trace here:
Downloading builder script: 35.9kB [00:00, ?B/s]
Downloading metadata: 30.4kB [00:00, 1.94MB/s]
Using custom data configuration 20220401.aa-date=20220401,language=aa
Downloading and preparing dataset wikipedia/20220401.aa to C:\Users\Shilpa\.cache\huggingface\datasets\wikipedia\20220401.aa-date=20220401,language=aa\2.0.0\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559...
Downloading data: 100%|████████████████████████████████████████████████████████████| 11.1k/11.1k [00:00<00:00, 712kB/s]
Downloading data files: 100%|████████████████████████████████████████████████████████████| 1/1 [00:02<00:00,  2.82s/it]
Extracting data files: 100%|█████████████████████████████████████████████████████████████████████| 1/1 [00:00<?, ?it/s]
Downloading data: 100%|███████████████████████████████████████████████████████████| 35.6k/35.6k [00:00<00:00, 84.3kB/s]
Downloading data files: 100%|████████████████████████████████████████████████████████████| 1/1 [00:02<00:00,  2.93s/it]
Traceback (most recent call last):
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
  File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
  File "apache_beam\runners\common.py", line 1571, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "G:\Python3.7\lib\site-packages\apache_beam\io\iobase.py", line 1193, in process
    self.writer = self.sink.open_writer(init_result, str(uuid.uuid4()))
  File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
    return fnc(self, *args, **kwargs)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 202, in open_writer
    return FileBasedSinkWriter(self, writer_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 419, in __init__
    self.temp_handle = self.sink.open(temp_shard_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\parquetio.py", line 553, in open
    self._file_handle = super().open(temp_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
    return fnc(self, *args, **kwargs)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 139, in open
    temp_path, self.mime_type, self.compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filesystems.py", line 224, in create
    return filesystem.create(path, mime_type, compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 163, in create
    return self._path_open(path, 'wb', mime_type, compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 140, in _path_open
    raw_file = io.open(path, mode)
FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\Shilpa\\.cache\\huggingface\\datasets\\wikipedia\\20220401.aa-date=20220401,language=aa\\2.0.0\\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559.incomplete\\beam-temp-wikipedia-train-880233e8287e11edaf9d3ca067f2714e\\20a05238-6106-4420-a713-4eca6dd5959a.wikipedia-train'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "G:/abc/temp.py", line 32, in <module>
    beam_runner='DirectRunner')
  File "G:\Python3.7\lib\site-packages\datasets\load.py", line 1751, in load_dataset
    use_auth_token=use_auth_token,
  File "G:\Python3.7\lib\site-packages\datasets\builder.py", line 705, in download_and_prepare
    dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
  File "G:\Python3.7\lib\site-packages\datasets\builder.py", line 1394, in _download_and_prepare
    pipeline_results = pipeline.run()
  File "G:\Python3.7\lib\site-packages\apache_beam\pipeline.py", line 574, in run
    return self.runner.run_pipeline(self, self._options)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\direct\direct_runner.py", line 131, in run_pipeline
    return runner.run_pipeline(pipeline, options)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 201, in run_pipeline
    options)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 212, in run_via_runner_api
    return self.run_stages(stage_context, stages)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 443, in run_stages
    runner_execution_context, bundle_context_manager, bundle_input)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 776, in _execute_bundle
    bundle_manager))
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 1000, in _run_bundle
    data_input, data_output, input_timers, expected_timer_output)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 1309, in process_bundle
    result_future = self._worker_handler.control_conn.push(process_bundle_req)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\worker_handlers.py", line 380, in push
    response = self.worker.do_instruction(request)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\sdk_worker.py", line 598, in do_instruction
    getattr(request, request_type), request.instruction_id)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\sdk_worker.py", line 635, in process_bundle
    bundle_processor.process_bundle(instruction_id))
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\bundle_processor.py", line 1004, in process_bundle
    element.data)
  File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\bundle_processor.py", line 227, in process_encoded
    self.output(decoded_value)
  File "apache_beam\runners\worker\operations.py", line 526, in apache_beam.runners.worker.operations.Operation.output
  File "apache_beam\runners\worker\operations.py", line 528, in apache_beam.runners.worker.operations.Operation.output
  File "apache_beam\runners\worker\operations.py", line 237, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
  File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 324, in apache_beam.runners.worker.operations.GeneralPurposeConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 905, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
  File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
  File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
  File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
  File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
  File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 1507, in apache_beam.runners.common.DoFnRunner._reraise_augmented
  File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
  File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
  File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
  File "apache_beam\runners\common.py", line 1571, in apache_beam.runners.common._OutputHandler.handle_process_outputs
  File "G:\Python3.7\lib\site-packages\apache_beam\io\iobase.py", line 1193, in process
    self.writer = self.sink.open_writer(init_result, str(uuid.uuid4()))
  File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
    return fnc(self, *args, **kwargs)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 202, in open_writer
    return FileBasedSinkWriter(self, writer_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 419, in __init__
    self.temp_handle = self.sink.open(temp_shard_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\parquetio.py", line 553, in open
    self._file_handle = super().open(temp_path)
  File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
    return fnc(self, *args, **kwargs)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 139, in open
    temp_path, self.mime_type, self.compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\filesystems.py", line 224, in create
    return filesystem.create(path, mime_type, compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 163, in create
    return self._path_open(path, 'wb', mime_type, compression_type)
  File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 140, in _path_open
    raw_file = io.open(path, mode)
RuntimeError: FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\Shilpa\\.cache\\huggingface\\datasets\\wikipedia\\20220401.aa-date=20220401,language=aa\\2.0.0\\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559.incomplete\\beam-temp-wikipedia-train-880233e8287e11edaf9d3ca067f2714e\\20a05238-6106-4420-a713-4eca6dd5959a.wikipedia-train' [while running 'train/Save to parquet/Write/WriteImpl/WriteBundles']

## Environment info
Python: 3.7.6
Windows 10 Pro
datasets :2.4.0
apache_beam: 2.41.0
mwparserfromhell: 0.6.4



Comments:
Hi @Shilpac20,

As explained in the Wikipedia dataset card: https://huggingface.co/datasets/wikipedia
> You can find the full list of languages and dates [here](https://dumps.wikimedia.org/backup-index.html).

This means that, before passing a specific date, you should first make sure it is available online, as Wikimedia only keeps last X months (depending on the size of the corresponding language dump)): e.g. to see which dates "aa" Wikipedia is available online, see https://dumps.wikimedia.org/aawiki/ (as of today 2022-08-31, the available dates are from [20220401](https://dumps.wikimedia.org/aawiki/20220401/) to [20220820](https://dumps.wikimedia.org/aawiki/20220820/)).

Hi, the date that I have specified "20220401" is available for the language "aa". The error persists for any other available dates as present in https://dumps.wikimedia.org/aawiki/. The error is mainly due to apache beam not able to write the downloaded files. Any help on this?

I see, sorry, I misread your issue.

We are investigating this.

I am struggling with basically the same issue. I am trying to download the German Wikipedia dump.

As per the [documentation](https://huggingface.co/datasets/wikipedia), `"20220301.de"` should be available as a pre-processed dataset.

Issuing the command mentioned in the documentation cited above

    from datasets import load_dataset
    load_dataset("wikipedia", "20220301.de")

raises the following `FileNotFound` error

    FileNotFoundError: Couldn't find file at https://dumps.wikimedia.org/dewiki/20220301/dumpstatus.json

Using the ([undocumented](https://huggingface.co/docs/datasets/v1.2.1/package_reference/loading_methods.html#datasets.load_dataset)?) call to `load_dataset()` with `language` and `date` parameters

    load_dataset("wikipedia", language="de", date="20220301", beam_runner="DirectRunner")

produces the same error.

EDIT: as I am using `datasets` v2.7.1, I should be looking at [that version's documentation](https://huggingface.co/docs/datasets/v2.7.1/en/package_reference/loading_methods#datasets.load_dataset)! It is mentioned there, that additional `kwargs` are "passed to the [BuilderConfig](https://huggingface.co/docs/datasets/v2.7.1/en/package_reference/builder_classes#datasets.BuilderConfig) and used in the [DatasetBuilder](https://huggingface.co/docs/datasets/v2.7.1/en/package_reference/builder_classes#datasets.DatasetBuilder)". So I guess that is how `language` and `date` are used.

As I can see a folder `20221130` on `https://dumps.wikimedia.org/dewiki/`, I also tried

    from datasets import load_dataset
    load_dataset("wikipedia", "20221130.de")

which throws another error:

    ValueError: BuilderConfig 20221120.de not found. Available: ['20220301.aa', ... '20220301.de', ...

basically telling me that the dataset I originally requested (`'20220301.de'`) is available...

It seems that `load_dataset` is not handling the vanishing older dumps for Wikipedia correctly?

I am able to start downloading the dataset when trying anything with the recent dumps for 20221201. But obviously, those are the big wiki dumps and I need the smaller preloaded version.

I am now getting some error when the files show up in my cache but it will say FileNotFoundError at the end of the download for some reason. The cache directory to the datasets\wikipedia\date.bn\ had something in it, then when the error came up it disappeared. 

It is easy to test with the langauge "bn" because the amount of files is low.

dataset = load_dataset('wikipedia', date="20221201", language="bn", split='train', beam_runner='DirectRunner')