Parallelize ETag requests
Since https://github.com/huggingface/datasets/pull/2628 we use the ETag or the remote data files to compute the directory in the cache where a dataset is saved. This is useful in order to reload the dataset from the cache only if the remote files haven't changed.

In this I made the ETag requests parallel using multithreading. There is also a tqdm progress bar that shows up if there are more than 16 data files.