[Streaming] retry on requests errors
reported in https://discuss.huggingface.co/t/speeding-up-streaming-of-large-datasets-fineweb/90714/6  when training using a streaming a dataloader

cc @Wauplin it looks like the retries from `hfh` are not always enough. In this PR I let `datasets` do additional retries (that users can configure in `datasets.config`) since I couldn't find an easy way to increase the max_retries for `hfh` users in general.