fix deprecation warnings
Author: stas00
Pull request: yes

Fixing:

```
pytest tests/test_tokenization_xlm.py

src/transformers/modeling_tf_utils.py:702
  /mnt/nvme1/code/huggingface/transformers-xlm/src/transformers/modeling_tf_utils.py:702: DeprecationWarning: 
invalid escape sequence \s
    """

src/transformers/modeling_funnel.py:130
  /mnt/nvme1/code/huggingface/transformers-xlm/src/transformers/modeling_funnel.py:130: DeprecationWarning: 
invalid escape sequence \d
    layer_index = int(re.search("layer_(\d+)", m_name).groups()[0])

tests/test_tokenization_xlm.py::XLMTokenizationTest::test_padding_to_max_length
  /mnt/nvme1/code/huggingface/transformers-xlm/src/transformers/tokenization_utils_base.py:1764: FutureWarning: 
The `pad_to_max_length` argument is deprecated and will be removed in a future version, use `padding=True` or `padding='longest'` to pad to the longest sequence in the batch, or use `padding='max_length'` to pad to a max length. In this case, you can give a specific length with `max_length` (e.g. `max_length=45`) or leave max_length to None to pad to the maximal input size of the model (e.g. 512 for Bert).
    warnings.warn(

tests/test_tokenization_xlm.py::XLMTokenizationTest::test_save_and_load_tokenizer
  /mnt/nvme1/code/huggingface/transformers-xlm/src/transformers/tokenization_utils_base.py:1319: FutureWarning: 
The `max_len` attribute has been deprecated and will be removed in a future version, use `model_max_length` instead.
    warnings.warn(
```
ok, removing `tests/test_tokenization_common.py`'s `test_padding_to_max_length` as suggested there:
```
    def test_padding_to_max_length(self):
        """We keep this test for backward compatibility but it should be remove when `pad_to_max_length` will e deprecated"""
```
these 2 fail with that test:
```
FAILED tests/test_tokenization_marian.py::MarianTokenizationTest::test_padding_to_max_length
FAILED tests/test_tokenization_pegasus.py::PegasusTokenizationTest::test_padding_to_max_length
```
if I try to fix it:
```
-               padded_sequence_right = tokenizer.encode(sequence, pad_to_max_length=True)
+               padded_sequence_right = tokenizer.encode(sequence, padding="max_length")
```
So there is no salvaging it, right?

Oh and I realized that this one was a `FutureWarning` for end users, but the test suite is under our control, so this is the right action, correct? If I'm wrong, please let me know and I will revert this part.

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/7033?src=pr&el=h1) Report
> Merging [#7033](https://codecov.io/gh/huggingface/transformers/pull/7033?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/76818cc4c6a1275a23ba261ca337b9f9070c397e?el=desc) will **increase** coverage by `1.13%`.
> The diff coverage is `0.00%`.

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```diff
@@            Coverage Diff             @@
##           master    #7033      +/-   ##
==========================================
+ Coverage   79.43%   80.57%   +1.13%     
==========================================
  Files         164      164              
  Lines       31026    31026              
==========================================
+ Hits        24645    24998     +353     
+ Misses       6381     6028     -353     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/7033?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/modeling\_funnel.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19mdW5uZWwucHk=) | `86.76% <0.00%> (ø)` | |
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `87.29% <ø> (+1.95%)` | :arrow_up: |
| [src/transformers/tokenization\_xlm.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25feGxtLnB5) | `16.26% <0.00%> (-66.67%)` | :arrow_down: |
| [src/transformers/tokenization\_albert.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYWxiZXJ0LnB5) | `28.84% <0.00%> (-58.66%)` | :arrow_down: |
| [src/transformers/modeling\_marian.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19tYXJpYW4ucHk=) | `60.00% <0.00%> (-30.00%)` | :arrow_down: |
| [src/transformers/modeling\_xlnet.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ194bG5ldC5weQ==) | `60.81% <0.00%> (-22.62%)` | :arrow_down: |
| [src/transformers/modeling\_transfo\_xl\_utilities.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190cmFuc2ZvX3hsX3V0aWxpdGllcy5weQ==) | `52.98% <0.00%> (-13.44%)` | :arrow_down: |
| [src/transformers/modeling\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190cmFuc2ZvX3hsLnB5) | `67.10% <0.00%> (-12.67%)` | :arrow_down: |
| [src/transformers/modeling\_mobilebert.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19tb2JpbGViZXJ0LnB5) | `79.21% <0.00%> (-10.25%)` | :arrow_down: |
| [src/transformers/activations.py](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9hY3RpdmF0aW9ucy5weQ==) | `85.00% <0.00%> (-5.00%)` | :arrow_down: |
| ... and [10 more](https://codecov.io/gh/huggingface/transformers/pull/7033/diff?src=pr&el=tree-more) | |

------

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I hear you, @LysandreJik - it makes sense and I reverted that removal.

It's just that warnings serve a special purpose - they tell users that something could be not right and they are suggested to act on it. So when I was debugging a specific test this showed up - and I had to look at it to see whether this warning is telling me that something is wrong and may affect what I'm debugging. 

Yet, the logic you shared is absolutely valid. 

So perhaps in the case of the test suite `FutureWarning`s shouldn't be warnings. Does it make sense? If you agree, then perhaps it can be changed to be so.

Here is a potential fix: https://github.com/huggingface/transformers/pull/7079

p.s. CI failure is unrelated.