load_dataset for CSV files not working
Hi @lhoestq, 

Below is what I got from terminal after I copied and run your code. I think the files themselves are good since there is no assertion error. 

```
Using custom data configuration default-df627c23ac0e98ec
Downloading and preparing dataset csv/default (download: Unknown size, generated: Unknown size, post-processed: Unknown size, total: Unknown size) to /usr4/cs542sp/hey1/.cache/huggingface/datasets/csv/default-df627c23ac0e98ec/0.0.0/9144e0a4e8435090117cea53e6c7537173ef2304525df4a077c435d8ee7828ff...
Traceback (most recent call last):
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 693, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 1166, in _prepare_split
    num_examples, num_bytes = writer.finalize()
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/arrow_writer.py", line 428, in finalize
    self.stream.close()
  File "pyarrow/io.pxi", line 132, in pyarrow.lib.NativeFile.close
  File "pyarrow/error.pxi", line 99, in pyarrow.lib.check_status
OSError: error closing file

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "test.py", line 7, in <module>
    datasets = load_dataset("csv", data_files=data_files, delimiter="\t")
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/load.py", line 852, in load_dataset
    use_auth_token=use_auth_token,
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 616, in download_and_prepare
    dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 699, in _download_and_prepare
    + str(e)
OSError: Cannot find data file. 
Original error:
error closing file
```
Similar to #622, I've noticed there is a problem when trying to load a CSV file with datasets.

`
from datasets import load_dataset
`
`
dataset = load_dataset("csv", data_files=["./sample_data.csv"], delimiter="\t", column_names=["title", "text"], script_version="master")
`

Displayed error:
`
...
ArrowInvalid: CSV parse error: Expected 2 columns, got 1
`

I should mention that when I've tried to read data from `https://github.com/lhoestq/transformers/tree/custom-dataset-in-rag-retriever/examples/rag/test_data/my_knowledge_dataset.csv` it worked without a problem. I've read that there might be some problems with /r character, so I've removed them from the custom dataset, but the problem still remains.

I've added a colab reproducing the bug, but unfortunately I cannot provide the dataset.
https://colab.research.google.com/drive/1Qzu7sC-frZVeniiWOwzoCe_UHZsrlxu8?usp=sharing

Are there any work around for it ?
Thank you
load_dataset for CSV files not working 
 Similar to #622, I've noticed there is a problem when trying to load a CSV file with datasets.

`
from datasets import load_dataset
`
`
dataset = load_dataset("csv", data_files=["./sample_data.csv"], delimiter="\t", column_names=["title", "text"], script_version="master")
`

Displayed error:
`
...
ArrowInvalid: CSV parse error: Expected 2 columns, got 1
`

I should mention that when I've tried to read data from `https://github.com/lhoestq/transformers/tree/custom-dataset-in-rag-retriever/examples/rag/test_data/my_knowledge_dataset.csv` it worked without a problem. I've read that there might be some problems with /r character, so I've removed them from the custom dataset, but the problem still remains.

I've added a colab reproducing the bug, but unfortunately I cannot provide the dataset.
https://colab.research.google.com/drive/1Qzu7sC-frZVeniiWOwzoCe_UHZsrlxu8?usp=sharing

Are there any work around for it ?
Thank you 
 Hi @lhoestq, 

Below is what I got from terminal after I copied and run your code. I think the files themselves are good since there is no assertion error. 

```
Using custom data configuration default-df627c23ac0e98ec
Downloading and preparing dataset csv/default (download: Unknown size, generated: Unknown size, post-processed: Unknown size, total: Unknown size) to /usr4/cs542sp/hey1/.cache/huggingface/datasets/csv/default-df627c23ac0e98ec/0.0.0/9144e0a4e8435090117cea53e6c7537173ef2304525df4a077c435d8ee7828ff...
Traceback (most recent call last):
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 693, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 1166, in _prepare_split
    num_examples, num_bytes = writer.finalize()
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/arrow_writer.py", line 428, in finalize
    self.stream.close()
  File "pyarrow/io.pxi", line 132, in pyarrow.lib.NativeFile.close
  File "pyarrow/error.pxi", line 99, in pyarrow.lib.check_status
OSError: error closing file

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "test.py", line 7, in <module>
    datasets = load_dataset("csv", data_files=data_files, delimiter="\t")
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/load.py", line 852, in load_dataset
    use_auth_token=use_auth_token,
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 616, in download_and_prepare
    dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
  File "/projectnb2/media-framing/env-trans4/lib/python3.7/site-packages/datasets/builder.py", line 699, in _download_and_prepare
    + str(e)
OSError: Cannot find data file. 
Original error:
error closing file
```