Use FutureWarning to deprecate
Author: sgugger
Pull request: yes

As discussed, `DeprecationWarning` -> `FutureWarning`

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=h1) Report
> Merging [#6111](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/b1c8b76907ad605c7b25bb12580cb46d70207b7a&el=desc) will **increase** coverage by `0.65%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/6111/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #6111      +/-   ##
==========================================
+ Coverage   77.21%   77.86%   +0.65%     
==========================================
  Files         146      146              
  Lines       26325    26325              
==========================================
+ Hits        20327    20499     +172     
+ Misses       5998     5826     -172     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/modeling\_albert.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19hbGJlcnQucHk=) | `82.04% <ø> (ø)` | |
| [src/transformers/tokenization\_utils\_base.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdXRpbHNfYmFzZS5weQ==) | `93.60% <ø> (+1.16%)` | :arrow_up: |
| [src/transformers/modeling\_tf\_mobilebert.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9tb2JpbGViZXJ0LnB5) | `23.38% <0.00%> (-73.39%)` | :arrow_down: |
| [src/transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9maWxlX3V0aWxzLnB5) | `82.48% <0.00%> (+0.28%)` | :arrow_up: |
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `88.96% <0.00%> (+0.97%)` | :arrow_up: |
| [src/transformers/generation\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9nZW5lcmF0aW9uX3RmX3V0aWxzLnB5) | `80.95% <0.00%> (+1.00%)` | :arrow_up: |
| [src/transformers/tokenization\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdHJhbnNmb194bC5weQ==) | `42.48% <0.00%> (+8.92%)` | :arrow_up: |
| [src/transformers/tokenization\_bart.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYmFydC5weQ==) | `95.71% <0.00%> (+35.71%)` | :arrow_up: |
| [src/transformers/tokenization\_xlm.py](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25feGxtLnB5) | `82.93% <0.00%> (+66.66%)` | :arrow_up: |
| ... and [2 more](https://codecov.io/gh/huggingface/transformers/pull/6111/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=footer). Last update [b1c8b76...fb6e785](https://codecov.io/gh/huggingface/transformers/pull/6111?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).