Add Mirror Option for Downloads
Author: JetRunner
Pull request: yes

This PR will integrate a mirror download source kindly provided by Tsinghua University. This will enormously accelerate downloads from China.

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6679?src=pr&el=h1) Report
> Merging [#6679](https://codecov.io/gh/huggingface/transformers/pull/6679?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/8fcbe486e1592321e868f872545c8fd9d359a515?el=desc) will **decrease** coverage by `1.53%`.
> The diff coverage is `100.00%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/6679/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/6679?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #6679      +/-   ##
==========================================
- Coverage   80.93%   79.39%   -1.54%     
==========================================
  Files         168      168              
  Lines       32179    32182       +3     
==========================================
- Hits        26044    25552     -492     
- Misses       6135     6630     +495     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/6679?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/tokenization\_utils\_base.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdXRpbHNfYmFzZS5weQ==) | `94.04% <ø> (+0.27%)` | :arrow_up: |
| [src/transformers/configuration\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX3V0aWxzLnB5) | `96.66% <100.00%> (ø)` | |
| [src/transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9maWxlX3V0aWxzLnB5) | `82.45% <100.00%> (+0.04%)` | :arrow_up: |
| [src/transformers/modelcard.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGNhcmQucHk=) | `85.18% <100.00%> (ø)` | |
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `86.68% <100.00%> (-0.61%)` | :arrow_down: |
| [src/transformers/modeling\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ191dGlscy5weQ==) | `87.23% <100.00%> (+0.02%)` | :arrow_up: |
| [...c/transformers/modeling\_tf\_transfo\_xl\_utilities.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl90cmFuc2ZvX3hsX3V0aWxpdGllcy5weQ==) | `10.00% <0.00%> (-76.00%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_xlnet.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl94bG5ldC5weQ==) | `21.12% <0.00%> (-71.05%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl90cmFuc2ZvX3hsLnB5) | `19.85% <0.00%> (-68.29%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_gpt2.py](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9ncHQyLnB5) | `71.84% <0.00%> (-23.17%)` | :arrow_down: |
| ... and [13 more](https://codecov.io/gh/huggingface/transformers/pull/6679/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/6679?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/6679?src=pr&el=footer). Last update [8fcbe48...6bb70c7](https://codecov.io/gh/huggingface/transformers/pull/6679?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


@julien-c I updated the doc to not encourage the users to use this option.