Add modules cache
All the tests pass on my side. Not sure if it is a cache issue or a pytest issue or a circleci issue.
EDIT: I have the same error on google colab. Trying to fix that I think I fixed it (sorry didn't notice you were on it as well)
As discusses in #554 , we should use a module cache directory outside of the python packages directory since we may not have write permissions.

I added a new HF_MODULES_PATH directory that is added to the python path when doing `import nlp`.
In this directory, a module `nlp_modules` is created so that datasets can be added to `nlp_modules.datasets` and metrics to `nlp_modules.metrics`. `nlp_modules` doesn't exist on Pypi.

If someone using cloudpickle still wants to have the downloaded dataset/metrics scripts to be inside the nlp directory, it is still possible to change the environment variable HF_MODULES_CACHE to be a path inside the nlp lib.