add progress bar to convert_examples_to_features
Author: orena1
Pull request: yes

It takes considerate amount of time (~10 min) to parse the examples to features, it is good to have a progress-bar to track this

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/1734?src=pr&el=h1) Report
> Merging [#1734](https://codecov.io/gh/huggingface/transformers/pull/1734?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/d2e2577dd31ab92f21154e5280d64fa0ae90bbb8?src=pr&el=desc) will **increase** coverage by `0.28%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/1734/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/transformers/pull/1734?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #1734      +/-   ##
==========================================
+ Coverage   83.67%   83.95%   +0.28%     
==========================================
  Files          94       94              
  Lines       13950    13951       +1     
==========================================
+ Hits        11673    11713      +40     
+ Misses       2277     2238      -39
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/1734?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [transformers/tokenization\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rva2VuaXphdGlvbl90cmFuc2ZvX3hsLnB5) | `33.8% <0%> (-0.1%)` | :arrow_down: |
| [transformers/tokenization\_gpt2.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rva2VuaXphdGlvbl9ncHQyLnB5) | `96.72% <0%> (+0.81%)` | :arrow_up: |
| [transformers/tests/modeling\_common\_test.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL21vZGVsaW5nX2NvbW1vbl90ZXN0LnB5) | `73.67% <0%> (+1.37%)` | :arrow_up: |
| [transformers/tests/modeling\_tf\_common\_test.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL21vZGVsaW5nX3RmX2NvbW1vbl90ZXN0LnB5) | `96.8% <0%> (+3.72%)` | :arrow_up: |
| [transformers/tests/tokenization\_utils\_test.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL3Rva2VuaXphdGlvbl91dGlsc190ZXN0LnB5) | `96.15% <0%> (+3.84%)` | :arrow_up: |
| [transformers/tests/tokenization\_tests\_commons.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rlc3RzL3Rva2VuaXphdGlvbl90ZXN0c19jb21tb25zLnB5) | `100% <0%> (+3.92%)` | :arrow_up: |
| [transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL2ZpbGVfdXRpbHMucHk=) | `74.17% <0%> (+4.39%)` | :arrow_up: |
| [transformers/tokenization\_xlnet.py](https://codecov.io/gh/huggingface/transformers/pull/1734/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL3Rva2VuaXphdGlvbl94bG5ldC5weQ==) | `90.24% <0%> (+6.5%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/1734?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/1734?src=pr&el=footer). Last update [d2e2577...d790616](https://codecov.io/gh/huggingface/transformers/pull/1734?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


Yes, nice indeed, thanks