Rename The Pile subsets
Sounds good. Should we also have a “the_pile” dataset with the subsets as configuration? I think the main `the_pile` datasets will be the one that is the mix of all the subsets: https://the-eye.eu/public/AI/pile/

We can also add configurations for each subset, and even allow users to specify the subsets they want:
```python
from datasets import load_dataset

load_dataset("the_pile", subsets=["openwebtext2", "books3", "hn"])
```

We're alrady doing something similar for mC4, where users can specify the list of languages they want to load.
After discussing with @yjernite we think it's better to have the subsets of The Pile explicitly have "the_pile" in their names.

I'm doing the changes for the subsets that @richarddwang added:
- [x] books3 -> the_pile_books3 https://github.com/huggingface/datasets/pull/2801
- [x] stack_exchange -> the_pile_stack_exchange https://github.com/huggingface/datasets/pull/2803
- [x] openwebtext2 -> the_pile_openwebtext2 https://github.com/huggingface/datasets/pull/2802

For consistency we should also rename `bookcorpusopen` to `the_pile_bookcorpus` IMO, but let me know what you think.
(we can just add a deprecation message to `bookcorpusopen` for now and add `the_pile_bookcorpus`)