Unable to load XTREME dataset from disk
Hi @lewtun, you have to provide the full path to the downloaded file for example `/home/lewtum/..` I was able to repro. Opening a PR to fix that.
Thanks for reporting this issue ! Thanks for the rapid fix @lhoestq!
Hi 🤗  team!

## Description of the problem
Following the [docs](https://huggingface.co/nlp/loading_datasets.html?highlight=xtreme#manually-downloading-files) I'm trying to load the `PAN-X.fr` dataset from the [XTREME](https://github.com/google-research/xtreme) benchmark.

I have manually downloaded the `AmazonPhotos.zip` file from [here](https://www.amazon.com/clouddrive/share/d3KGCRCIYwhKJF0H3eWA26hjg2ZCRhjpEQtDL70FSBN?_encoding=UTF8&%2AVersion%2A=1&%2Aentries%2A=0&mgh=1) and am running into a `FileNotFoundError` when I point to the location of the dataset.

As far as I can tell, the problem is that `AmazonPhotos.zip` decompresses to `panx_dataset` and `load_dataset()` is not looking in the correct path:

```
# path where load_dataset is looking for fr.tar.gz
/root/.cache/huggingface/datasets/9b8c4f1578e45cb2539332c79738beb3b54afbcd842b079cabfd79e3ed6704f6/
# path where it actually exists
/root/.cache/huggingface/datasets/9b8c4f1578e45cb2539332c79738beb3b54afbcd842b079cabfd79e3ed6704f6/panx_dataset/
```

## Steps to reproduce the problem

1. Manually download the XTREME benchmark from [here](https://www.amazon.com/clouddrive/share/d3KGCRCIYwhKJF0H3eWA26hjg2ZCRhjpEQtDL70FSBN?_encoding=UTF8&%2AVersion%2A=1&%2Aentries%2A=0&mgh=1)

2. Run the following code snippet
```python
from nlp import load_dataset
# AmazonPhotos.zip is in the root of the folder
dataset = load_dataset("xtreme", "PAN-X.fr", data_dir='./')
```

3. Here is the stack trace
```
---------------------------------------------------------------------------
FileNotFoundError                         Traceback (most recent call last)
<ipython-input-4-26786bb5fa93> in <module>
----> 1 dataset = load_dataset("xtreme", "PAN-X.fr", data_dir='./')

/usr/local/lib/python3.6/dist-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 

/usr/local/lib/python3.6/dist-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)
    430                 verify_infos = not save_infos and not ignore_verifications
    431                 self._download_and_prepare(
--> 432                     dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
    433                 )
    434                 # Sync info

/usr/local/lib/python3.6/dist-packages/nlp/builder.py in _download_and_prepare(self, dl_manager, verify_infos, **prepare_split_kwargs)
    464         split_dict = SplitDict(dataset_name=self.name)
    465         split_generators_kwargs = self._make_split_generators_kwargs(prepare_split_kwargs)
--> 466         split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
    467         # Checksums verification
    468         if verify_infos:

/usr/local/lib/python3.6/dist-packages/nlp/datasets/xtreme/b8c2ed3583a7a7ac60b503576dfed3271ac86757628897e945bd329c43b8a746/xtreme.py in _split_generators(self, dl_manager)
    725             panx_dl_dir = dl_manager.extract(panx_path)
    726             lang = self.config.name.split(".")[1]
--> 727             lang_folder = dl_manager.extract(os.path.join(panx_dl_dir, lang + ".tar.gz"))
    728             return [
    729                 nlp.SplitGenerator(

/usr/local/lib/python3.6/dist-packages/nlp/utils/download_manager.py in extract(self, path_or_paths)
    196         """
    197         return map_nested(
--> 198             lambda path: cached_path(path, extract_compressed_file=True, force_extract=False), path_or_paths,
    199         )
    200 

/usr/local/lib/python3.6/dist-packages/nlp/utils/py_utils.py in map_nested(function, data_struct, dict_only, map_tuple)
    170                 return tuple(mapped)
    171     # Singleton
--> 172     return function(data_struct)
    173 
    174 

/usr/local/lib/python3.6/dist-packages/nlp/utils/download_manager.py in <lambda>(path)
    196         """
    197         return map_nested(
--> 198             lambda path: cached_path(path, extract_compressed_file=True, force_extract=False), path_or_paths,
    199         )
    200 

/usr/local/lib/python3.6/dist-packages/nlp/utils/file_utils.py in cached_path(url_or_filename, download_config, **download_kwargs)
    203     elif urlparse(url_or_filename).scheme == "":
    204         # File, but it doesn't exist.
--> 205         raise FileNotFoundError("Local file {} doesn't exist".format(url_or_filename))
    206     else:
    207         # Something unknown

FileNotFoundError: Local file /root/.cache/huggingface/datasets/9b8c4f1578e45cb2539332c79738beb3b54afbcd842b079cabfd79e3ed6704f6/fr.tar.gz doesn't exist
```

## OS and hardware
```
- `nlp` version: 0.3.0
- Platform: Linux-4.15.0-72-generic-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.6.9
- PyTorch version (GPU?): 1.4.0 (True)
- Tensorflow version (GPU?): 2.1.0 (True)
- Using GPU in script?: <fill in>
- Using distributed or parallel set-up in script?: <fill in>
```