Add dataset/mlsum
I think the problem is related to `wiki_dpr` dataset which is making the circle CI failed as you can see:
```
FAILED tests/test_dataset_common.py::AWSDatasetTest::test_load_dataset_wiki_dpr
FAILED tests/test_hf_gcp.py::TestDatasetOnHfGcp::test_script_synced_with_s3_wiki_dpr/dummy_psgs_w100_no_embeddings
FAILED tests/test_hf_gcp.py::TestDatasetOnHfGcp::test_script_synced_with_s3_wiki_dpr/dummy_psgs_w100_with_nq_embeddings
FAILED tests/test_hf_gcp.py::TestDatasetOnHfGcp::test_script_synced_with_s3_wiki_dpr/psgs_w100_no_embeddings
FAILED tests/test_hf_gcp.py::TestDatasetOnHfGcp::test_script_synced_with_s3_wiki_dpr/psgs_w100_with_nq_embeddings

```
I'm facing the same issues with my last commits, I tried to rebase from master but it still not working. Maybe @lhoestq can help with. Hello, I am confused about the next steps I need to do. Did the forced merge solve the issue ? Hello :)
I think you can just rebase from master and it should solve the CI error
New pull request that should correct the previous errors. 

The load_real_data stills fails because it is looking for a default dataset URL that does not exists, this does not happen when loading the dataset with load_dataset