Setting cache_dir gives error on wikipedia download
Whoops didn't mean to close this one.
I did some changes, could you try to run it from the master branch ? Now it works, thanks!
First of all thank you for a super handy library! I'd like to download large files to a specific drive so I set `cache_dir=my_path`. This works fine with e.g. imdb and squad. But on wikipedia I get an error:
```
nlp.load_dataset('wikipedia', '20200501.de', split = 'train', cache_dir=my_path)
```
```
OSError                                   Traceback (most recent call last)
<ipython-input-2-23551344d7bc> in <module>
      1 import nlp
----> 2 nlp.load_dataset('wikipedia', '20200501.de', split = 'train', cache_dir=path)

~/anaconda3/envs/fastai2/lib/python3.7/site-packages/nlp/load.py in load_dataset(path, name, version, data_dir, data_files, split, cache_dir, download_config, download_mode, ignore_verifications, save_infos, **config_kwargs)
    522         download_mode=download_mode,
    523         ignore_verifications=ignore_verifications,
--> 524         save_infos=save_infos,
    525     )
    526 

~/anaconda3/envs/fastai2/lib/python3.7/site-packages/nlp/builder.py in download_and_prepare(self, download_config, download_mode, ignore_verifications, save_infos, try_from_hf_gcs, dl_manager, **download_and_prepare_kwargs)
    385                     with utils.temporary_assignment(self, "_cache_dir", tmp_data_dir):
    386                         reader = ArrowReader(self._cache_dir, self.info)
--> 387                         reader.download_from_hf_gcs(self._cache_dir, self._relative_data_dir(with_version=True))
    388                         downloaded_info = DatasetInfo.from_directory(self._cache_dir)
    389                         self.info.update(downloaded_info)

~/anaconda3/envs/fastai2/lib/python3.7/site-packages/nlp/arrow_reader.py in download_from_hf_gcs(self, cache_dir, relative_data_dir)
    231             remote_dataset_info = os.path.join(remote_cache_dir, "dataset_info.json")
    232             downloaded_dataset_info = cached_path(remote_dataset_info)
--> 233             os.rename(downloaded_dataset_info, os.path.join(cache_dir, "dataset_info.json"))
    234             if self._info is not None:
    235                 self._info.update(self._info.from_directory(cache_dir))

OSError: [Errno 18] Invalid cross-device link: '/home/local/NTU/nn/.cache/huggingface/datasets/025fa4fd4f04aaafc9e939260fbc8f0bb190ce14c61310c8ae1ddd1dcb31f88c.9637f367b6711a79ca478be55fe6989b8aea4941b7ef7adc67b89ff403020947' -> '/data/nn/nlp/wikipedia/20200501.de/1.0.0.incomplete/dataset_info.json'
```