PR for the CFPB Consumer Complaints dataset
> Nice ! Thanks for adding this dataset :)
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> I left a few comments:

Thanks!

I'd be interested in contributing to the core codebase - I had to go down the custom loading approach because I couldn't pull this dataset in using the load_dataset() method. Using either the json or csv files available for this dataset as it was erroring. 

I'll rerun it and share the errors and try debug Hey @lhoestq ,

When I use this dataset as part of my project, I'm using this method

`text_dataset = text_dataset['train'].train_test_split(test_size=0.2)`

to create a train and test split as this dataset doesn't have one. 

Can I add this directly in the script itself somehow, or is it better to give users the flexibility to slice and split their datasets after loading? > I'd be interested in contributing to the core codebase - I had to go down the custom loading approach because I couldn't pull this dataset in using the load_dataset() method. Using either the json or csv files available for this dataset as it was erroring.
>
> I'll rerun it and share the errors and try debug

Cool ! Let me know if you have questions or if I can help :)

> Can I add this directly in the script itself somehow, or is it better to give users the flexibility to slice and split their datasets after loading?

Usually we let the users the flexibility to split the datasets themselves (unless the dataset is already split, or if there is already a standard way to split it in the papers that use it) Thanks Quentin!
All okay to merge now? Thanks for the feedback Quentin and Mario - implemented all changes  :)
![Screenshot 2022-01-31 at 23 11 20](https://user-images.githubusercontent.com/42403093/151889262-30737feb-ac9c-4c5a-9326-9812db1d05bc.png)
 Hey @lhoestq  / @mariosasko 
Any other changes required to merge? 🤗 Hi ! Thanks and sorry for the late response 

It looks very good ! The CI is still failing because it can't file the dummy_data.zip file, you can fix that by moving `datasets/consumer-finance-complaints/dummy/1.0.0/dummy_data.zip` to `datasets/consumer-finance-complaints/dummy/0.0.0/dummy_data.zip` and it should be all good ! @lhoestq - hopefully that should do it!

Think I followed all the steps but please let me know if anything needs changing or any improvements I can make to the code quality