Cannot use both set_format and set_transform
### Describe the bug

I need to process some data using the set_transform method but I also need the data to be formatted for pytorch before processing it.

I don't see anywhere in the documentation something that says that both methods cannot be used at the same time.

### Steps to reproduce the bug

```
from datasets import load_dataset
ds = load_dataset("mnist", split="train")
ds.set_format(type="torch")
def transform(entry):
    return entry["image"].double()
ds.set_transform(transform)

print(ds[0])
```

### Expected behavior

It should print the pytorch tensor image as a double, but it errors because "entry" in the transform function doesn't receive a pytorch tensor to begin with, it receives a PIL Image -> entry.double() errors because entry isn't a pytorch tensor.

### Environment info
Latest versions.


### Note:
It would be at least handy to have access to a function that can do the dataset.set_format in the set_transform function.

Something like:
```
from datasets import load_dataset, do_format
ds = load_dataset("mnist", split="train")
def transform(entry):
    entry = do_format(entry, type="torch")
    return entry["image"].double()
ds.set_transform(transform)

print(ds[0])
```
Currently, it's not possible to chain `set_format`/`set_transform` calls (plus, this is a breaking change if we decide to implement it), so I see two possible solutions:
* using `set_format`/`set_transform` for the 1st transform and then passing the transformed example/batch to the 2nd transform
* implementing and registering a custom formatter (the relevant code is [here](https://github.com/huggingface/datasets/tree/main/src/datasets/formatting))

Btw, your example requires a single `set_format` call:
```python
ds.set_format("torch", columns=["image"], output_all_columns=True, dtype=torch.double)
``` Hey Mario,
Thanks, for getting back to me. the toDouble was just an example my real life case requires many more transforms.

What do you mean by:
> using set_format/set_transform for the 1st transform and then passing the transformed example/batch to the 2nd transform

How would that go, I thought you can't chain them?

As for the custom formatter, is it possible to reference an existing formatter, in my case `torch_formatter` inside of my custom formatter?

maybe I can inherit from it and just call `super.recursive_tensorize()`? > How would that go, I thought you can't chain them?

Yes, they cannot be chained. This is what I meant:
```python
ds.set_transform(first_transform)
# calling the 2nd transform on each accessed batch
second_transform(ds[2:3])
```

> As for the custom formatter, is it possible to reference an existing formatter, in my case torch_formatter inside of my custom formatter?
>
>maybe I can inherit from it and just call super.recursive_tensorize()?

Yes, subclassing makes the most sense. Great, thank you for the details. https://github.com/huggingface/datasets/issues/6012