Issue: Downloading “reddit” dataset keeps timing out.

## Describe the bug
A clear and concise description of what the bug is.
Everytime I try and download the reddit dataset it times out before finishing and I have to try again.

There is some timeout error that I will post once it happens again.

## Steps to reproduce the bug
```python
from datasets import load_dataset

dataset = load_dataset("reddit", ignore_verifications=True, cache_dir="/Volumes/My Passport for Mac/og-chat-data")
```

## Expected results
A clear and concise description of the expected results.

I would expect the download to finish, or at least provide a parameter to extend the read timeout window.

## Actual results
Specify the actual results or traceback.

Shown below in error message.

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version:  1.11.0
- Platform: macOS 
- Python version: 3.9.6 (conda env)
- PyArrow version: N/A


Comments:
```
Using custom data configuration default
Downloading and preparing dataset reddit/default (download: 2.93 GiB, generated: 17.64 GiB, post-processed: Unknown size, total: 20.57 GiB) to /Volumes/My Passport for Mac/og-chat-data/reddit/default/1.0.0/98ba5abea674d3178f7588aa6518a5510dc0c6fa8176d9653a3546d5afcb3969...
Downloading: 13%
403M/3.14G [44:39<2:27:09, 310kB/s]
---------------------------------------------------------------------------
timeout                                   Traceback (most recent call last)
/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/urllib3/response.py in _error_catcher(self)
    437             try:
--> 438                 yield
    439 

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/urllib3/response.py in read(self, amt, decode_content, cache_content)
    518                 cache_content = False
--> 519                 data = self._fp.read(amt) if not fp_closed else b""
    520                 if (

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/http/client.py in read(self, amt)
    458             b = bytearray(amt)
--> 459             n = self.readinto(b)
    460             return memoryview(b)[:n].tobytes()

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/http/client.py in readinto(self, b)
    502         # (for example, reading in 1k chunks)
--> 503         n = self.fp.readinto(b)
    504         if not n and b:

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/socket.py in readinto(self, b)
    703             try:
--> 704                 return self._sock.recv_into(b)
    705             except timeout:

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/ssl.py in recv_into(self, buffer, nbytes, flags)
   1240                   self.__class__)
-> 1241             return self.read(nbytes, buffer)
   1242         else:

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/ssl.py in read(self, len, buffer)
   1098             if buffer is not None:
-> 1099                 return self._sslobj.read(len, buffer)
   1100             else:

timeout: The read operation timed out

During handling of the above exception, another exception occurred:

ReadTimeoutError                          Traceback (most recent call last)
/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/requests/models.py in generate()
    757                 try:
--> 758                     for chunk in self.raw.stream(chunk_size, decode_content=True):
    759                         yield chunk

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/urllib3/response.py in stream(self, amt, decode_content)
    575             while not is_fp_closed(self._fp):
--> 576                 data = self.read(amt=amt, decode_content=decode_content)
    577 

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/urllib3/response.py in read(self, amt, decode_content, cache_content)
    540                         # Content-Length are caught.
--> 541                         raise IncompleteRead(self._fp_bytes_read, self.length_remaining)
    542 

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/contextlib.py in __exit__(self, type, value, traceback)
    134             try:
--> 135                 self.gen.throw(type, value, traceback)
    136             except StopIteration as exc:

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/urllib3/response.py in _error_catcher(self)
    442                 # there is yet no clean way to get at it from this context.
--> 443                 raise ReadTimeoutError(self._pool, None, "Read timed out.")
    444 

ReadTimeoutError: HTTPSConnectionPool(host='zenodo.org', port=443): Read timed out.

During handling of the above exception, another exception occurred:

ConnectionError                           Traceback (most recent call last)
/var/folders/3f/md0t9sgj6rz8xy01fskttqdc0000gn/T/ipykernel_89016/1133441872.py in <module>
      1 from datasets import load_dataset
      2 
----> 3 dataset = load_dataset("reddit", ignore_verifications=True, cache_dir="/Volumes/My Passport for Mac/og-chat-data")

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/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, script_version, use_auth_token, task, streaming, **config_kwargs)
    845 
    846     # Download and prepare data
--> 847     builder_instance.download_and_prepare(
    848         download_config=download_config,
    849         download_mode=download_mode,

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/builder.py in download_and_prepare(self, download_config, download_mode, ignore_verifications, try_from_hf_gcs, dl_manager, base_path, use_auth_token, **download_and_prepare_kwargs)
    613                             logger.warning("HF google storage unreachable. Downloading and preparing it from source")
    614                     if not downloaded_from_gcs:
--> 615                         self._download_and_prepare(
    616                             dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
    617                         )

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/builder.py in _download_and_prepare(self, dl_manager, verify_infos, **prepare_split_kwargs)
    669         split_dict = SplitDict(dataset_name=self.name)
    670         split_generators_kwargs = self._make_split_generators_kwargs(prepare_split_kwargs)
--> 671         split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
    672 
    673         # Checksums verification

~/.cache/huggingface/modules/datasets_modules/datasets/reddit/98ba5abea674d3178f7588aa6518a5510dc0c6fa8176d9653a3546d5afcb3969/reddit.py in _split_generators(self, dl_manager)
     73     def _split_generators(self, dl_manager):
     74         """Returns SplitGenerators."""
---> 75         dl_path = dl_manager.download_and_extract(_URL)
     76         return [
     77             datasets.SplitGenerator(

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/download_manager.py in download_and_extract(self, url_or_urls)
    287             extracted_path(s): `str`, extracted paths of given URL(s).
    288         """
--> 289         return self.extract(self.download(url_or_urls))
    290 
    291     def get_recorded_sizes_checksums(self):

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/download_manager.py in download(self, url_or_urls)
    195 
    196         start_time = datetime.now()
--> 197         downloaded_path_or_paths = map_nested(
    198             download_func,
    199             url_or_urls,

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/py_utils.py in map_nested(function, data_struct, dict_only, map_list, map_tuple, map_numpy, num_proc, types)
    194     # Singleton
    195     if not isinstance(data_struct, dict) and not isinstance(data_struct, types):
--> 196         return function(data_struct)
    197 
    198     disable_tqdm = bool(logger.getEffectiveLevel() > logging.INFO) or not utils.is_progress_bar_enabled()

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/download_manager.py in _download(self, url_or_filename, download_config)
    218             # append the relative path to the base_path
    219             url_or_filename = url_or_path_join(self._base_path, url_or_filename)
--> 220         return cached_path(url_or_filename, download_config=download_config)
    221 
    222     def iter_archive(self, path):

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/file_utils.py in cached_path(url_or_filename, download_config, **download_kwargs)
    286     if is_remote_url(url_or_filename):
    287         # URL, so get it from the cache (downloading if necessary)
--> 288         output_path = get_from_cache(
    289             url_or_filename,
    290             cache_dir=cache_dir,

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/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)
    643                 ftp_get(url, temp_file)
    644             else:
--> 645                 http_get(
    646                     url,
    647                     temp_file,

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/datasets/utils/file_utils.py in http_get(url, temp_file, proxies, resume_size, headers, cookies, timeout, max_retries)
    451         disable=bool(logging.get_verbosity() == logging.NOTSET),
    452     )
--> 453     for chunk in response.iter_content(chunk_size=1024):
    454         if chunk:  # filter out keep-alive new chunks
    455             progress.update(len(chunk))

/usr/local/anaconda3/envs/og-data-env/lib/python3.9/site-packages/requests/models.py in generate()
    763                     raise ContentDecodingError(e)
    764                 except ReadTimeoutError as e:
--> 765                     raise ConnectionError(e)
    766             else:
    767                 # Standard file-like object.

ConnectionError: HTTPSConnectionPool(host='zenodo.org', port=443): Read timed out.
```

Hey @lhoestq should I try to fix this issue ?

It also doesn't seem to be "smart caching" and I received an error about a file not being found...

To be clear, the error I get when I try to "re-instantiate" the download after failure is: 
```
OSError: Cannot find data file. 
Original error:
[Errno 20] Not a directory: <HOME>/.cache/huggingface/datasets/downloads/1ec12301abba4daa60eb3a90e53529b5b173296b22dc3bef3186e205c75e594c/corpus-webis-tldr-17.json'
```

Here is a new error:
```
ConnectionError: Couldn't reach https://zenodo.org/record/1043504/files/corpus-webis-tldr-17.zip?download=1
```

Hi ! Since https://github.com/huggingface/datasets/pull/2803 we've changed the time out from 10sec to 100sec.
This should prevent the `ReadTimeoutError`. Feel free to try it out by installing `datasets` from source
```
pip install git+https://github.com/huggingface/datasets.git
```

When re-running your code you said you get a `OSError`, could you try deleting the file at the path returned by the error ? (the one after `[Errno 20] Not a directory:`). Ideally when a download fails you should be able to re-run it without error; there might be an issue here.

Finally not sure what we can do about `ConnectionError`, this must be an issue from zenodo. If it happens you simply need to try again


@lhoestq thanks for the update. The directory specified by the OSError ie. 
```
1ec12301abba4daa60eb3a90e53529b5b173296b22dc3bef3186e205c75e594c/corpus-webis-tldr-17.json 
```
 was not actually in that directory so I can't delete it. 

Oh, then could you try deleting the parent directory `1ec12301abba4daa60eb3a90e53529b5b173296b22dc3bef3186e205c75e594c` instead ?
This way the download manager will know that it has to uncompress the data again

It seems to have worked. It only took like 20min! I think the extra timeout length did the trick! One thing is that it downloaded a total of 41gb instead of 20gb but at least it finished. 

Great ! The timeout change will be available in the next release of `datasets` :)