Allow the selection of multiple columns at once
Hi! I was looking into this and hope you can clarify a point. Your my_dataset variable would be of type DatasetDict which means the alternative you've described (dict comprehension) is what makes sense. 
Is there a reason why you wouldn't want to convert my_dataset to a pandas df if you'd like to use it like one? Please let me know if I'm missing something. Hi! Sorry for the delay.

In this case, the dataset would be a `datasets.Dataset` and we want to select multiple columns, the `idx` and `label` columns for example.

My issue is that my dataset is too big for memory if I load everything into pandas.
**Is your feature request related to a problem? Please describe.**

Similar to pandas, it would be great if we could select multiple columns at once.


**Describe the solution you'd like**
```python
my_dataset = ...  # Has columns ['idx', 'sentence', 'label']
idx, label = my_dataset[['idx', 'label']]
```

**Describe alternatives you've considered**
we can do `[dataset[col] for col in ('idx', 'label')]`

**Additional context**
This is of course very minor.
