Allow download only some files from the Wikipedia dataset
Hi @jvanz, thank you for your proposal.

In fact, we are aware that it is very common the problem you mention. Because of that, we are currently working in implementing a new version of wikipedia on the Hub, with all data preprocessed (no need to use Apache Beam), from where you will be able to use `data_files` to load only a specific subset of the data files.

See:
- #3401  
**Is your feature request related to a problem? Please describe.**
The Wikipedia dataset can be really big. This is a problem if you want to use it locally in a laptop with the Apache Beam `DirectRunner`. Even if your laptop have a considerable amount of memory (e.g. 32gb).


**Describe the solution you'd like**
I would like to use the `data_files` argument in the `load_dataset` function to define which file in the wikipedia dataset I would like to download. Thus, I can work with the dataset in a smaller machine using the Apache Beam `DirectRunner`.

**Describe alternatives you've considered**
I've tried to use the `simple` Wikipedia dataset. But it's in English and I would like to use Portuguese texts in my model. 
