Issue: ConnectionError  and SSLError

code
```
from datasets import load_dataset
dataset = load_dataset('oscar', 'unshuffled_deduplicated_it')
```
bug report
```
---------------------------------------------------------------------------
ConnectionError                           Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_29788/2615425180.py in <module>
----> 1 dataset = load_dataset('oscar', 'unshuffled_deduplicated_it')

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in load_dataset(path, name, data_dir, data_files, split, cache_dir, features, download_config, download_mode, ignore_verifications, keep_in_memory, save_infos, revision, use_auth_token, task, streaming, **config_kwargs)
   1658 
   1659     # Create a dataset builder
-> 1660     builder_instance = load_dataset_builder(
   1661         path=path,
   1662         name=name,

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in load_dataset_builder(path, name, data_dir, data_files, cache_dir, features, download_config, download_mode, revision, use_auth_token, **config_kwargs)
   1484         download_config = download_config.copy() if download_config else DownloadConfig()
   1485         download_config.use_auth_token = use_auth_token
-> 1486     dataset_module = dataset_module_factory(
   1487         path,
   1488         revision=revision,

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in dataset_module_factory(path, revision, download_config, download_mode, force_local_path, dynamic_modules_path, data_dir, data_files, **download_kwargs)
   1236                         f"Couldn't find '{path}' on the Hugging Face Hub either: {type(e1).__name__}: {e1}"
   1237                     ) from None
-> 1238                 raise e1 from None
   1239     else:
   1240         raise FileNotFoundError(

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in dataset_module_factory(path, revision, download_config, download_mode, force_local_path, dynamic_modules_path, data_dir, data_files, **download_kwargs)
   1173             if path.count("/") == 0:  # even though the dataset is on the Hub, we get it from GitHub for now
   1174                 # TODO(QL): use a Hub dataset module factory instead of GitHub
-> 1175                 return GithubDatasetModuleFactory(
   1176                     path,
   1177                     revision=revision,

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in get_module(self)
    531         revision = self.revision
    532         try:
--> 533             local_path = self.download_loading_script(revision)
    534         except FileNotFoundError:
    535             if revision is not None or os.getenv("HF_SCRIPTS_VERSION", None) is not None:

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\load.py in download_loading_script(self, revision)
    511         if download_config.download_desc is None:
    512             download_config.download_desc = "Downloading builder script"
--> 513         return cached_path(file_path, download_config=download_config)
    514 
    515     def download_dataset_infos_file(self, revision: Optional[str]) -> str:

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\utils\file_utils.py in cached_path(url_or_filename, download_config, **download_kwargs)
    232     if is_remote_url(url_or_filename):
    233         # URL, so get it from the cache (downloading if necessary)
--> 234         output_path = get_from_cache(
    235             url_or_filename,
    236             cache_dir=cache_dir,

D:\DataScience\PythonSet\IDES\anaconda\lib\site-packages\datasets\utils\file_utils.py in get_from_cache(url, cache_dir, force_download, proxies, etag_timeout, resume_download, user_agent, local_files_only, use_etag, max_retries, use_auth_token, ignore_url_params, download_desc)
    580         _raise_if_offline_mode_is_enabled(f"Tried to reach {url}")
    581         if head_error is not None:
--> 582             raise ConnectionError(f"Couldn't reach {url} ({repr(head_error)})")
    583         elif response is not None:
    584             raise ConnectionError(f"Couldn't reach {url} (error {response.status_code})")

ConnectionError: Couldn't reach https://raw.githubusercontent.com/huggingface/datasets/2.0.0/datasets/oscar/oscar.py (SSLError(MaxRetryError("HTTPSConnectionPool(host='raw.githubusercontent.com', port=443): Max retries exceeded with url: /huggingface/datasets/2.0.0/datasets/oscar/oscar.py (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1129)')))")))
```
It may be caused by Caused by SSLError(in China?) because it works well on google colab.
So how can I download this dataset manually?


Comments:
Hi ! You can download the `oscar.py` file from this repository at `/datasets/oscar/oscar.py`.

Then you can load the dataset by passing the local path to `oscar.py` to `load_dataset`:
```python
load_dataset("path/to/oscar.py", "unshuffled_deduplicated_it")
```

it works,but another error occurs.
```
ConnectionError: Couldn't reach https://s3.amazonaws.com/datasets.huggingface.co/oscar/1.0/unshuffled/deduplicated/it/it_sha256.txt (SSLError(MaxRetryError("HTTPSConnectionPool(host='s3.amazonaws.com', port=443): Max retries exceeded with url: /datasets.huggingface.co/oscar/1.0/unshuffled/deduplicated/it/it_sha256.txt (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1129)')))")))
```
I can access `https://s3.amazonaws.com/datasets.huggingface.co/oscar/1.0/unshuffled/deduplicated/it/it_sha256.txt` and `https://aws.amazon.com/cn/s3/` directly, so why it reports a SSLError, should I need tomodify the host file？

Could it be an issue with your python environment or your version of OpenSSL ?

you are so wise!
it report [ConnectionError] in python 3.9.7
and works well in python 3.8.12

I need you help again: how can I specify the path for download files?
the data is too large and my C hardware is not enough

Cool ! And you can specify the path for download files with to the `cache_dir` parameter:
```python
from datasets import load_dataset
dataset = load_dataset('oscar', 'unshuffled_deduplicated_it', cache_dir='path/to/directory')

It takes me some days to download data completely, Despise sometimes it occurs again, change py version is feasible way to  avoid this ConnectionEror.
parameter `cache_dir` works well, thanks for your kindness again!