Logging levels not taken into account
## Describe the bug

The `logging` module isn't working as intended relative to the levels to set.

## Steps to reproduce the bug

```python
from datasets import logging

logging.set_verbosity_debug()
logger = logging.get_logger()

logger.error("ERROR")
logger.warning("WARNING")
logger.info("INFO")
logger.debug("DEBUG"
```

## Expected results

I expect all logs to be output since I'm putting a `debug` level.

## Actual results

Only the two first logs are output.

## Environment info

- `datasets` version: 1.11.0
- Platform: Linux-5.13.9-arch1-1-x86_64-with-glibc2.33
- Python version: 3.9.6
- PyArrow version: 5.0.0

## To go further

This logging issue appears in `datasets` but not in `transformers`. It happens because there is no handler defined for the logger. When no handler is defined, the `logging` library will output a one-off error to stderr, using a `StderrHandler` with level `WARNING`.

`transformers` sets a default `StreamHandler` [here](https://github.com/huggingface/transformers/blob/5c6eca71a983bae2589eed01e5c04fcf88ba5690/src/transformers/utils/logging.py#L86)