`FaissIndex.save` throws error on GPU
Just in case, this is a workaround that I use in my code and it seems to do the job.

```python
if use_gpu_index:
    data["train"]._indexes["text_emb"].faiss_index = faiss.index_gpu_to_cpu(data["train"]._indexes["text_emb"].faiss_index)
```
## Describe the bug

After training an index with a factory string `OPQ16_128,IVF512,PQ32` on GPU, `.save_faiss_index` throws this error.

```
  File "index_wikipedia.py", line 119, in <module>
    data["train"].save_faiss_index("text_emb", index_save_path)
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/datasets/search.py", line 470, in save_faiss_index
    index.save(file)
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/datasets/search.py", line 334, in save
    faiss.write_index(index, str(file))
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/faiss/swigfaiss_avx2.py", line 5654, in write_index
    return _swigfaiss.write_index(*args)
RuntimeError: Error in void faiss::write_index(const faiss::Index*, faiss::IOWriter*) at /root/miniconda3/conda-bld/faiss-pkg_1613235005464/work/faiss/impl/index_write.cpp:453: don't know how to serialize this type of index
```

## Steps to reproduce the bug

Any dataset will do, I just selected a familiar one.

```python
import numpy as np
import datasets
INDEX_STR = "OPQ16_128,IVF512,PQ32"
INDEX_SAVE_PATH = "will_not_save.faiss"

data = datasets.load_dataset("Fraser/news-category-dataset", split=f"train[:10000]")

def encode(item):
    return {"text_emb": np.random.randn(768).astype(np.float32)}

data = data.map(encode)

data.add_faiss_index(column="text_emb", string_factory=INDEX_STR, train_size=10_000, device=0)
data.save_faiss_index("text_emb", INDEX_SAVE_PATH)
```

## Expected results
Saving the index

## Actual results
Error in void faiss::write_index(const faiss::Index*, faiss::IOWriter*) ... don't know how to serialize this type of index

## Environment info
- `datasets` version: 1.6.2
- Platform: Linux-4.15.0-142-generic-x86_64-with-glibc2.10
- Python version: 3.8.8
- PyTorch version (GPU?): 1.8.1+cu111 (True)
- Tensorflow version (GPU?): 2.2.0 (False)
- Using GPU in script?: Yes
- Using distributed or parallel set-up in script?: No


I will be proposing a fix in a couple of minutes
`FaissIndex.save` throws error on GPU 
 ## Describe the bug

After training an index with a factory string `OPQ16_128,IVF512,PQ32` on GPU, `.save_faiss_index` throws this error.

```
  File "index_wikipedia.py", line 119, in <module>
    data["train"].save_faiss_index("text_emb", index_save_path)
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/datasets/search.py", line 470, in save_faiss_index
    index.save(file)
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/datasets/search.py", line 334, in save
    faiss.write_index(index, str(file))
  File "/home/vlialin/miniconda3/envs/cat/lib/python3.8/site-packages/faiss/swigfaiss_avx2.py", line 5654, in write_index
    return _swigfaiss.write_index(*args)
RuntimeError: Error in void faiss::write_index(const faiss::Index*, faiss::IOWriter*) at /root/miniconda3/conda-bld/faiss-pkg_1613235005464/work/faiss/impl/index_write.cpp:453: don't know how to serialize this type of index
```

## Steps to reproduce the bug

Any dataset will do, I just selected a familiar one.

```python
import numpy as np
import datasets
INDEX_STR = "OPQ16_128,IVF512,PQ32"
INDEX_SAVE_PATH = "will_not_save.faiss"

data = datasets.load_dataset("Fraser/news-category-dataset", split=f"train[:10000]")

def encode(item):
    return {"text_emb": np.random.randn(768).astype(np.float32)}

data = data.map(encode)

data.add_faiss_index(column="text_emb", string_factory=INDEX_STR, train_size=10_000, device=0)
data.save_faiss_index("text_emb", INDEX_SAVE_PATH)
```

## Expected results
Saving the index

## Actual results
Error in void faiss::write_index(const faiss::Index*, faiss::IOWriter*) ... don't know how to serialize this type of index

## Environment info
- `datasets` version: 1.6.2
- Platform: Linux-4.15.0-142-generic-x86_64-with-glibc2.10
- Python version: 3.8.8
- PyTorch version (GPU?): 1.8.1+cu111 (True)
- Tensorflow version (GPU?): 2.2.0 (False)
- Using GPU in script?: Yes
- Using distributed or parallel set-up in script?: No


I will be proposing a fix in a couple of minutes 
 Just in case, this is a workaround that I use in my code and it seems to do the job.

```python
if use_gpu_index:
    data["train"]._indexes["text_emb"].faiss_index = faiss.index_gpu_to_cpu(data["train"]._indexes["text_emb"].faiss_index)
```