Got error when load cnn_dailymail dataset
Was able to reproduce the issue on Colab; full logs below. 

```
---------------------------------------------------------------------------
NotADirectoryError                        Traceback (most recent call last)
[<ipython-input-2-39967739ba7f>](https://localhost:8080/#) in <module>()
      1 import datasets
      2 
----> 3 train_data = datasets.load_dataset("cnn_dailymail", "3.0.0", split="train")

5 frames
[/usr/local/lib/python3.7/dist-packages/datasets/load.py](https://localhost:8080/#) in load_dataset(path, name, data_dir, data_files, split, cache_dir, features, download_config, download_mode, ignore_verifications, keep_in_memory, save_infos, revision, use_auth_token, task, streaming, script_version, **config_kwargs)
   1705         ignore_verifications=ignore_verifications,
   1706         try_from_hf_gcs=try_from_hf_gcs,
-> 1707         use_auth_token=use_auth_token,
   1708     )
   1709 

[/usr/local/lib/python3.7/dist-packages/datasets/builder.py](https://localhost:8080/#) in download_and_prepare(self, download_config, download_mode, ignore_verifications, try_from_hf_gcs, dl_manager, base_path, use_auth_token, **download_and_prepare_kwargs)
    593                     if not downloaded_from_gcs:
    594                         self._download_and_prepare(
--> 595                             dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
    596                         )
    597                     # Sync info

[/usr/local/lib/python3.7/dist-packages/datasets/builder.py](https://localhost:8080/#) in _download_and_prepare(self, dl_manager, verify_infos, **prepare_split_kwargs)
    659         split_dict = SplitDict(dataset_name=self.name)
    660         split_generators_kwargs = self._make_split_generators_kwargs(prepare_split_kwargs)
--> 661         split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
    662 
    663         # Checksums verification

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _split_generators(self, dl_manager)
    253     def _split_generators(self, dl_manager):
    254         dl_paths = dl_manager.download_and_extract(_DL_URLS)
--> 255         train_files = _subset_filenames(dl_paths, datasets.Split.TRAIN)
    256         # Generate shared vocabulary
    257 

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _subset_filenames(dl_paths, split)
    154     else:
    155         logger.fatal("Unsupported split: %s", split)
--> 156     cnn = _find_files(dl_paths, "cnn", urls)
    157     dm = _find_files(dl_paths, "dm", urls)
    158     return cnn + dm

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _find_files(dl_paths, publisher, url_dict)
    133     else:
    134         logger.fatal("Unsupported publisher: %s", publisher)
--> 135     files = sorted(os.listdir(top_dir))
    136 
    137     ret_files = []

NotADirectoryError: [Errno 20] Not a directory: '/root/.cache/huggingface/datasets/downloads/1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b/cnn/stories'
```
When using datasets.load_dataset method to load cnn_dailymail dataset,  got error as below:

- windows os: FileNotFoundError: [WinError 3] 系统找不到指定的路径。: 'D:\\SourceCode\\DataScience\\HuggingFace\\Data\\downloads\\1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b\\cnn\\stories'
- google colab: NotADirectoryError: [Errno 20] Not a directory: '/root/.cache/huggingface/datasets/downloads/1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b/cnn/stories'

The code is to load dataset:
windows os:
```
from datasets import load_dataset

dataset = load_dataset("cnn_dailymail", "3.0.0", cache_dir="D:\\SourceCode\\DataScience\\HuggingFace\\Data")

```
google colab:
```
import datasets

train_data = datasets.load_dataset("cnn_dailymail", "3.0.0", split="train")
```
Got error when load cnn_dailymail dataset 
 When using datasets.load_dataset method to load cnn_dailymail dataset,  got error as below:

- windows os: FileNotFoundError: [WinError 3] 系统找不到指定的路径。: 'D:\\SourceCode\\DataScience\\HuggingFace\\Data\\downloads\\1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b\\cnn\\stories'
- google colab: NotADirectoryError: [Errno 20] Not a directory: '/root/.cache/huggingface/datasets/downloads/1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b/cnn/stories'

The code is to load dataset:
windows os:
```
from datasets import load_dataset

dataset = load_dataset("cnn_dailymail", "3.0.0", cache_dir="D:\\SourceCode\\DataScience\\HuggingFace\\Data")

```
google colab:
```
import datasets

train_data = datasets.load_dataset("cnn_dailymail", "3.0.0", split="train")
``` 
 Was able to reproduce the issue on Colab; full logs below. 

```
---------------------------------------------------------------------------
NotADirectoryError                        Traceback (most recent call last)
[<ipython-input-2-39967739ba7f>](https://localhost:8080/#) in <module>()
      1 import datasets
      2 
----> 3 train_data = datasets.load_dataset("cnn_dailymail", "3.0.0", split="train")

5 frames
[/usr/local/lib/python3.7/dist-packages/datasets/load.py](https://localhost:8080/#) in load_dataset(path, name, data_dir, data_files, split, cache_dir, features, download_config, download_mode, ignore_verifications, keep_in_memory, save_infos, revision, use_auth_token, task, streaming, script_version, **config_kwargs)
   1705         ignore_verifications=ignore_verifications,
   1706         try_from_hf_gcs=try_from_hf_gcs,
-> 1707         use_auth_token=use_auth_token,
   1708     )
   1709 

[/usr/local/lib/python3.7/dist-packages/datasets/builder.py](https://localhost:8080/#) in download_and_prepare(self, download_config, download_mode, ignore_verifications, try_from_hf_gcs, dl_manager, base_path, use_auth_token, **download_and_prepare_kwargs)
    593                     if not downloaded_from_gcs:
    594                         self._download_and_prepare(
--> 595                             dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
    596                         )
    597                     # Sync info

[/usr/local/lib/python3.7/dist-packages/datasets/builder.py](https://localhost:8080/#) in _download_and_prepare(self, dl_manager, verify_infos, **prepare_split_kwargs)
    659         split_dict = SplitDict(dataset_name=self.name)
    660         split_generators_kwargs = self._make_split_generators_kwargs(prepare_split_kwargs)
--> 661         split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
    662 
    663         # Checksums verification

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _split_generators(self, dl_manager)
    253     def _split_generators(self, dl_manager):
    254         dl_paths = dl_manager.download_and_extract(_DL_URLS)
--> 255         train_files = _subset_filenames(dl_paths, datasets.Split.TRAIN)
    256         # Generate shared vocabulary
    257 

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _subset_filenames(dl_paths, split)
    154     else:
    155         logger.fatal("Unsupported split: %s", split)
--> 156     cnn = _find_files(dl_paths, "cnn", urls)
    157     dm = _find_files(dl_paths, "dm", urls)
    158     return cnn + dm

[/root/.cache/huggingface/modules/datasets_modules/datasets/cnn_dailymail/3cb851bf7cf5826e45d49db2863f627cba583cbc32342df7349dfe6c38060234/cnn_dailymail.py](https://localhost:8080/#) in _find_files(dl_paths, publisher, url_dict)
    133     else:
    134         logger.fatal("Unsupported publisher: %s", publisher)
--> 135     files = sorted(os.listdir(top_dir))
    136 
    137     ret_files = []

NotADirectoryError: [Errno 20] Not a directory: '/root/.cache/huggingface/datasets/downloads/1bc05d24fa6dda2468e83a73cf6dc207226e01e3c48a507ea716dc0421da583b/cnn/stories'
```