BUG: DataFrame.attrs are lost when writing to HDF5
- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the latest version of pandas. Version 1.0.3

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
In [9]: df = pd.DataFrame(index=[1, 2, 3], columns=list("abcde"), data=np.ones((3,5)))                                                  

In [10]: df.attrs["foo"] = "bar"  

In [11]: df.to_hdf("test_df.h5", key="key")                         

In [12]: df_from_h5 = pd.read_hdf("test_df.h5")                     

In [13]: assert df.attrs == df_from_h5.attrs, "attrs have gone"     
---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
<ipython-input-17-1fab1bc115de> in <module>
----> 1 assert df.attrs == df_from_h5.attrs, "attrs have gone"

AssertionError: attrs have gone

```

#### Problem description
The metadata stored in attributes is gone after the DataFrame was read back from disk. I understand the attrs dict is WIP. I hope this issue will help to move this forward! Thanks! 

Related: #29062

#### Expected Output
The attrs should be the same as in the DataFrame written to disk.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.6.15-arch1-1
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : None
LANG             : de_DE.utf8
LOCALE           : de_DE.UTF-8

pandas           : 1.0.3
numpy            : 1.18.4
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 47.1.1
Cython           : 0.29.19
pytest           : 5.4.2
hypothesis       : None
sphinx           : 3.0.4
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.15.0
pandas_datareader: None
bs4              : None
bottleneck       : 1.3.2
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.5.1
matplotlib       : 3.2.1
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.4.2
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.17
tables           : 3.6.1
tabulate         : None
xarray           : 0.15.2.dev47+g33a66d63
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : 0.49.1
</details>
