[XGLUE] Adding new dataset
@lhoestq agreed on having one config per language, but we also need to be able to have different split names and people are going to want to use hyphens, so we should at the very least warn them why it's failing :) E.g. for ANLI with different stages of data (currently using underscores) or https://www.tau-nlp.org/commonsenseqa with their train-sanity or dev-sanity splits
XGLUE is a multilingual GLUE like dataset propesed in this [paper](https://arxiv.org/pdf/2004.01401.pdf).

I'm planning on adding the dataset to the library myself in a couple of weeks.
Also tagging @JetRunner @qiweizhen in case I need some guidance 
[XGLUE] Adding new dataset 
 XGLUE is a multilingual GLUE like dataset propesed in this [paper](https://arxiv.org/pdf/2004.01401.pdf).

I'm planning on adding the dataset to the library myself in a couple of weeks.
Also tagging @JetRunner @qiweizhen in case I need some guidance  
 @lhoestq agreed on having one config per language, but we also need to be able to have different split names and people are going to want to use hyphens, so we should at the very least warn them why it's failing :) E.g. for ANLI with different stages of data (currently using underscores) or https://www.tau-nlp.org/commonsenseqa with their train-sanity or dev-sanity splits