Allowing from_pretrained to load from url directly
Author: thomwolf
Pull request: yes

Allowing `from_pretrained` to load from url directly.

Comments:
cc @mfuntowicz 

# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=h1) Report
> Merging [#2144](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/2d103546ef102d69ea12cdca3ec3163052886851?src=pr&el=desc) will **increase** coverage by `0.51%`.
> The diff coverage is `91.66%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/2144/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #2144      +/-   ##
==========================================
+ Coverage   79.85%   80.36%   +0.51%     
==========================================
  Files         114      114              
  Lines       17059    17091      +32     
==========================================
+ Hits        13622    13736     +114     
+ Misses       3437     3355      -82
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [transformers/tests/modeling\_tf\_auto\_test.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL21vZGVsaW5nX3RmX2F1dG9fdGVzdC5weQ==) | `40.67% <100%> (+4.31%)` | :arrow_up: |
| [transformers/configuration\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL2NvbmZpZ3VyYXRpb25fdXRpbHMucHk=) | `89.87% <100%> (+1.56%)` | :arrow_up: |
| [transformers/tests/utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL3V0aWxzLnB5) | `93.75% <100%> (+0.2%)` | :arrow_up: |
| [transformers/tests/tokenization\_auto\_test.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL3Rva2VuaXphdGlvbl9hdXRvX3Rlc3QucHk=) | `58.62% <100%> (+8.62%)` | :arrow_up: |
| [transformers/tests/modeling\_auto\_test.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL21vZGVsaW5nX2F1dG9fdGVzdC5weQ==) | `38.09% <100%> (+4.19%)` | :arrow_up: |
| [transformers/tokenization\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rva2VuaXphdGlvbl91dGlscy5weQ==) | `90.47% <100%> (+0.24%)` | :arrow_up: |
| [transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL2ZpbGVfdXRpbHMucHk=) | `71.01% <80%> (+31.01%)` | :arrow_up: |
| [transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3RmX3V0aWxzLnB5) | `92.35% <83.33%> (+0.78%)` | :arrow_up: |
| [transformers/modeling\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL21vZGVsaW5nX3V0aWxzLnB5) | `91.46% <83.33%> (+0.6%)` | :arrow_up: |
| ... and [7 more](https://codecov.io/gh/huggingface/transformers/pull/2144/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=footer). Last update [2d10354...413f419](https://codecov.io/gh/huggingface/transformers/pull/2144?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


You can test this with identifier `"dbmdz/bert-base-german-cased"` (cc @stefan-it, copied your weights and also converted them to TF 2.0)

Or for a smaller, dummy model, with `"julien-c/bert-xsmall-dummy"`.

Great and clean, @julien-c
Merging