Export TFRecord to GCP bucket
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Nevermind, I restarted my python session and it worked fine...

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I had an authentification error, and I authenticated from another terminal. After that, no more error but it was not working. Restarting the sessions makes it work :)
Previously, I was writing TFRecords manually to GCP bucket with : `with tf.io.TFRecordWriter('gs://my_bucket/x.tfrecord')`

Since `0.4.0` is out with the `export()` function, I tried it. But it seems TFRecords cannot be directly written to GCP bucket.

`dataset.export('local.tfrecord')` works fine,  
but `dataset.export('gs://my_bucket/x.tfrecord')` does not work. 

There is no error message, I just can't find the file on my bucket...

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Looking at the code, `nlp` is using `tf.data.experimental.TFRecordWriter`, while I was using `tf.io.TFRecordWriter`.  

**What's the difference between those 2 ? How can I write TFRecords files directly to GCP bucket ?**

@jarednielsen @lhoestq 
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