Fix #1623
Author: thomwolf
Pull request: yes

Make use of the `--cache_dir` argument in all the examples that include it.

cc @VictorSanh (distillation script) @LysandreJik (all the other scripts)

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=h1) Report
> Merging [#1723](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/c8f2712199771e313ab8901698b0886e1c1bf39d?src=pr&el=desc) will **increase** coverage by `1.18%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/1723/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #1723      +/-   ##
==========================================
+ Coverage   83.95%   85.14%   +1.18%     
==========================================
  Files          94       94              
  Lines       13951    13920      -31     
==========================================
+ Hits        11713    11852     +139     
+ Misses       2238     2068     -170
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [transformers/modeling\_ctrl.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX2N0cmwucHk=) | `95.45% <0%> (-0.91%)` | :arrow_down: |
| [transformers/modeling\_roberta.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3JvYmVydGEucHk=) | `70.55% <0%> (-0.54%)` | :arrow_down: |
| [transformers/modeling\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3RyYW5zZm9feGwucHk=) | `75.16% <0%> (-0.28%)` | :arrow_down: |
| [transformers/tests/tokenization\_utils\_test.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL3Rva2VuaXphdGlvbl91dGlsc190ZXN0LnB5) | `96% <0%> (-0.16%)` | :arrow_down: |
| [transformers/modeling\_xlnet.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3hsbmV0LnB5) | `73.28% <0%> (ø)` | :arrow_up: |
| [transformers/modeling\_xlm.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3hsbS5weQ==) | `88.42% <0%> (ø)` | :arrow_up: |
| [transformers/modeling\_gpt2.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX2dwdDIucHk=) | `84.19% <0%> (+0.05%)` | :arrow_up: |
| [transformers/modeling\_distilbert.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX2Rpc3RpbGJlcnQucHk=) | `95.8% <0%> (+0.05%)` | :arrow_up: |
| [transformers/modeling\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX29wZW5haS5weQ==) | `81.75% <0%> (+0.06%)` | :arrow_up: |
| [transformers/modeling\_bert.py](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX2JlcnQucHk=) | `87.59% <0%> (+0.07%)` | :arrow_up: |
| ... and [16 more](https://codecov.io/gh/huggingface/transformers/pull/1723/diff?src=pr&el=tree-more) | |

------

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> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=footer). Last update [c8f2712...89d6272](https://codecov.io/gh/huggingface/transformers/pull/1723?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).