mlsum
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Thanks @RachelKer for this PR.

I think the dummy_data structure does not also match. In the `_split_generator` you have something like `os.path.join(downloaded_files["validation"], lang+'_val.jsonl')` but in you dummy_data you have `os.path.join(downloaded_files["validation"], lang+"_val.zip",  lang+'_val.jsonl')`. I think ` jsonl` files should be directly  in the `dummy_data` folder without the sub-folder 

@lhoestq  Hi @RachelKer :)
Thanks for adding MLSUM !

To fix the CI I think you just have to rebase from master Great, I think it is working now. Thanks :) It looks like your PR does tons of changes in other datasets. 
Maybe this is because of the merge from master ? Hmm, I see, sorry I messed up somewhere. Maybe it's easier if we close the pull request and I do another one ? Yea if it's easier for you feel free to re-open a PR
Hello, 

The tests for the load_real_data fail, as there is no default language subset to download it looks for a file that does not exist. This bug does not happen when using the load_dataset function, as it asks you to specify a language if you do not, so I submit this PR anyway. The dataset is avalaible on : https://gitlab.lip6.fr/scialom/mlsum_data
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