Save and resume the state of a DataLoader
It would be nice when using `datasets` with a PyTorch DataLoader to be able to resume a training from a DataLoader state (e.g. to resume a training that crashed)

What I have in mind (but lmk if you have other ideas or comments):

For map-style datasets, this requires to have a PyTorch Sampler state that can be saved and reloaded per node and worker.

For iterable datasets, this requires to save the state of the dataset iterator, which includes:
- the current shard idx and row position in the current shard
- the epoch number
- the rng state
- the shuffle buffer

Right now you can already resume the data loading of an iterable dataset by using `IterableDataset.skip` but it takes a lot of time because it re-iterates on all the past data until it reaches the resuming point.

cc @stas00 @sgugger 
Something that'd be nice to have is "manual update of state". One of the learning from training LLMs is the ability to skip some batches whenever we notice huge spike might be handy. Your outline spec is very sound and clear, @lhoestq - thank you!

@thomasw21, indeed that would be a wonderful extra feature. In Megatron-Deepspeed we manually drained the dataloader for the range we wanted. I wasn't very satisfied with the way we did it, since its behavior would change if you were to do multiple range skips. I think it should remember all the ranges it skipped and not just skip the last range - since otherwise the data is inconsistent (but we probably should discuss this in a separate issue not to derail this much bigger one).