concatenate_datasets support axis=0 or 1 ？
Hi @lhoestq, I would love to help and add this feature if still needed. My plan is to add an axis variable in the `concatenate_datasets` function in `arrow_dataset.py` and when that is set to 1 concatenate columns instead of rows. 
I want to achieve the following result
![image](https://user-images.githubusercontent.com/12437751/99207426-f0c8db80-27f8-11eb-820a-4d9f7287b742.png)

concatenate_datasets support axis=0 or 1 ？ 
 I want to achieve the following result
![image](https://user-images.githubusercontent.com/12437751/99207426-f0c8db80-27f8-11eb-820a-4d9f7287b742.png)
 
 Hi @lhoestq, I would love to help and add this feature if still needed. My plan is to add an axis variable in the `concatenate_datasets` function in `arrow_dataset.py` and when that is set to 1 concatenate columns instead of rows. 