XNLI cache reload is very slow
Hi,
Could you tell us how you are running this code?
I tested on my machine (M1 Mac). And it is running fine both on and off internet.

<img width="1033" alt="Screen Shot 2022-07-03 at 1 32 25 AM" src="https://user-images.githubusercontent.com/8711912/177026364-4ad7cedb-e524-4513-97f7-7961bbb34c90.png">
Tested on both stable and dev version.  Sure, I was running it on a Linux machine.
I found that if I turn the Internet off, it would still try to make a HTTPS call which would slow down the cache loading. If you can't reproduce then we can close the issue. Hi @Muennighoff! You can set the env variable `HF_DATASETS_OFFLINE` to `1` to avoid this behavior in offline mode. More info is available [here](https://huggingface.co/docs/datasets/master/en/loading#offline).
### Reproduce

Using `2.3.3.dev0`

`from datasets import load_dataset`
`load_dataset("xnli", "en")`
Turn off Internet
`load_dataset("xnli", "en")`

I cancelled the second `load_dataset` eventually cuz it took super long. It would be great to have something to specify e.g. `only_load_from_cache`  and avoid the library trying to download when there is no Internet. If I leave it running it works but takes way longer than when there is Internet. I would expect loading from cache to take the same amount of time regardless of whether there is Internet.
```
---------------------------------------------------------------------------
gaierror                                  Traceback (most recent call last)
/opt/conda/lib/python3.7/site-packages/urllib3/connection.py in _new_conn(self)
    174             conn = connection.create_connection(
--> 175                 (self._dns_host, self.port), self.timeout, **extra_kw
    176             )

/opt/conda/lib/python3.7/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
     71 
---> 72     for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM):
     73         af, socktype, proto, canonname, sa = res

/opt/conda/lib/python3.7/socket.py in getaddrinfo(host, port, family, type, proto, flags)
    751     addrlist = []
--> 752     for res in _socket.getaddrinfo(host, port, family, type, proto, flags):
    753         af, socktype, proto, canonname, sa = res

gaierror: [Errno -3] Temporary failure in name resolution

During handling of the above exception, another exception occurred:

KeyboardInterrupt                         Traceback (most recent call last)
/tmp/ipykernel_33/3594208039.py in <module>
----> 1 load_dataset("xnli", "en")

/opt/conda/lib/python3.7/site-packages/datasets/load.py in load_dataset(path, name, data_dir, data_files, split, cache_dir, features, download_config, download_mode, ignore_verifications, keep_in_memory, save_infos, revision, use_auth_token, task, streaming, **config_kwargs)
   1673         revision=revision,
   1674         use_auth_token=use_auth_token,
-> 1675         **config_kwargs,
   1676     )
   1677 

/opt/conda/lib/python3.7/site-packages/datasets/load.py in load_dataset_builder(path, name, data_dir, data_files, cache_dir, features, download_config, download_mode, revision, use_auth_token, **config_kwargs)
   1494         download_mode=download_mode,
   1495         data_dir=data_dir,
-> 1496         data_files=data_files,
   1497     )
   1498 

/opt/conda/lib/python3.7/site-packages/datasets/load.py in dataset_module_factory(path, revision, download_config, download_mode, force_local_path, dynamic_modules_path, data_dir, data_files, **download_kwargs)
   1182                     download_config=download_config,
   1183                     download_mode=download_mode,
-> 1184                     dynamic_modules_path=dynamic_modules_path,
   1185                 ).get_module()
   1186             elif path.count("/") == 1:  # community dataset on the Hub

/opt/conda/lib/python3.7/site-packages/datasets/load.py in __init__(self, name, revision, download_config, download_mode, dynamic_modules_path)
    506         self.dynamic_modules_path = dynamic_modules_path
    507         assert self.name.count("/") == 0
--> 508         increase_load_count(name, resource_type="dataset")
    509 
    510     def download_loading_script(self, revision: Optional[str]) -> str:

/opt/conda/lib/python3.7/site-packages/datasets/load.py in increase_load_count(name, resource_type)
    166     if not config.HF_DATASETS_OFFLINE and config.HF_UPDATE_DOWNLOAD_COUNTS:
    167         try:
--> 168             head_hf_s3(name, filename=name + ".py", dataset=(resource_type == "dataset"))
    169         except Exception:
    170             pass

/opt/conda/lib/python3.7/site-packages/datasets/utils/file_utils.py in head_hf_s3(identifier, filename, use_cdn, dataset, max_retries)
     93     return http_head(
     94         hf_bucket_url(identifier=identifier, filename=filename, use_cdn=use_cdn, dataset=dataset),
---> 95         max_retries=max_retries,
     96     )
     97 

/opt/conda/lib/python3.7/site-packages/datasets/utils/file_utils.py in http_head(url, proxies, headers, cookies, allow_redirects, timeout, max_retries)
    445         allow_redirects=allow_redirects,
    446         timeout=timeout,
--> 447         max_retries=max_retries,
    448     )
    449     return response

/opt/conda/lib/python3.7/site-packages/datasets/utils/file_utils.py in _request_with_retry(method, url, max_retries, base_wait_time, max_wait_time, timeout, **params)
    366         tries += 1
    367         try:
--> 368             response = requests.request(method=method.upper(), url=url, timeout=timeout, **params)
    369             success = True
    370         except (requests.exceptions.ConnectTimeout, requests.exceptions.ConnectionError) as err:

/opt/conda/lib/python3.7/site-packages/requests/api.py in request(method, url, **kwargs)
     59     # cases, and look like a memory leak in others.
     60     with sessions.Session() as session:
---> 61         return session.request(method=method, url=url, **kwargs)
     62 
     63 

/opt/conda/lib/python3.7/site-packages/requests/sessions.py in request(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)
    527         }
    528         send_kwargs.update(settings)
--> 529         resp = self.send(prep, **send_kwargs)
    530 
    531         return resp

/opt/conda/lib/python3.7/site-packages/requests/sessions.py in send(self, request, **kwargs)
    643 
    644         # Send the request
--> 645         r = adapter.send(request, **kwargs)
    646 
    647         # Total elapsed time of the request (approximately)

/opt/conda/lib/python3.7/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
    448                     decode_content=False,
    449                     retries=self.max_retries,
--> 450                     timeout=timeout
    451                 )
    452 

/opt/conda/lib/python3.7/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
    708                 body=body,
    709                 headers=headers,
--> 710                 chunked=chunked,
    711             )
    712 

/opt/conda/lib/python3.7/site-packages/urllib3/connectionpool.py in _make_request(self, conn, method, url, timeout, chunked, **httplib_request_kw)
    384         # Trigger any extra validation we need to do.
    385         try:
--> 386             self._validate_conn(conn)
    387         except (SocketTimeout, BaseSSLError) as e:
    388             # Py2 raises this as a BaseSSLError, Py3 raises it as socket timeout.

/opt/conda/lib/python3.7/site-packages/urllib3/connectionpool.py in _validate_conn(self, conn)
   1038         # Force connect early to allow us to validate the connection.
   1039         if not getattr(conn, "sock", None):  # AppEngine might not have  `.sock`
-> 1040             conn.connect()
   1041 
   1042         if not conn.is_verified:

/opt/conda/lib/python3.7/site-packages/urllib3/connection.py in connect(self)
    356     def connect(self):
    357         # Add certificate verification
--> 358         self.sock = conn = self._new_conn()
    359         hostname = self.host
    360         tls_in_tls = False

/opt/conda/lib/python3.7/site-packages/urllib3/connection.py in _new_conn(self)
    173         try:
    174             conn = connection.create_connection(
--> 175                 (self._dns_host, self.port), self.timeout, **extra_kw
    176             )
    177 

KeyboardInterrupt: 
```