Mutable columns argument breaks set_format
Pushed a fix to my branch #2731 
## Describe the bug
If you pass a mutable list to the `columns` argument of `set_format` and then change the list afterwards, the returned columns also change.

## Steps to reproduce the bug
```python
from datasets import load_dataset
dataset = load_dataset("glue", "cola")

column_list = ["idx", "label"]
dataset.set_format("python", columns=column_list)
column_list[1] = "foo"  # Change the list after we call `set_format`
dataset['train'][:4].keys()
```

## Expected results
```python
dict_keys(['idx', 'label'])
```

## Actual results
```python
dict_keys(['idx'])
```