Have Trouble importing `datasets`
I'm failing to import transformers (v4.0.0-dev), and tracing the cause seems to be failing to import datasets.

I cloned the newest version of datasets (master branch), and do `pip install -e .`.

Then, `import datasets` causes the error below.

```
~/workspace/Clone/datasets/src/datasets/utils/file_utils.py in <module>
    116 sys.path.append(str(HF_MODULES_CACHE))
    117 
--> 118 os.makedirs(HF_MODULES_CACHE, exist_ok=True)
    119 if not os.path.exists(os.path.join(HF_MODULES_CACHE, "__init__.py")):
    120     with open(os.path.join(HF_MODULES_CACHE, "__init__.py"), "w"):

~/.pyenv/versions/anaconda3-2020.07/lib/python3.8/os.py in makedirs(name, mode, exist_ok)
    221             return
    222     try:
--> 223         mkdir(name, mode)
    224     except OSError:
    225         # Cannot rely on checking for EEXIST, since the operating system 

FileNotFoundError: [Errno 2] No such file or directory: '<MY_HOME_DIRECTORY>/.cache/huggingface/modules'
```

The error occurs in `os.makedirs` in `file_utils.py`, even though `exist_ok = True` option is set.
(I use Python 3.8, so `exist_ok` is expected to work.)

I've checked some environment variables, and they are set as below.

```
*** NameError: name 'HF_MODULES_CACHE' is not defined
*** NameError: name 'hf_cache_home' is not defined
*** NameError: name 'XDG_CACHE_HOME' is not defined
```

Should I set some environment variables before using this library?
And, do you have any idea why "No such file or directory" occurs even though the `exist_ok = True` option is set?

Thank you in advance.
I'm sorry, this was a problem with my environment.
Now that I have identified the cause of environmental dependency, I would like to fix it and try it.
Excuse me for making a noise.