Integrate Polars library
If possible, a neat API could be something like `Dataset.to_polars()`, as well as `Dataset.set_format("polars")` Note they use a "custom" implementation of Arrow: [Arrow2](https://github.com/jorgecarleitao/arrow2). Polars has grown rapidly in popularity over the last year - could you consider integrating the Polars functionality again?

I don't think the "custom" implementation should be a barrier, it still conforms to the Arrow specification  Is there some direction regarding this from the HF team @lewtun ? Can conversion from polars to HF dataset be implemented with limited/zero copy? So, something like ``Dataset.from_polars()`` and ``Dataset.to_polars()`` like you mentioned. Happy to contribute if I can get some pointers on how this may be implemented. Hi, is there any updates? Thanks! > Hi, is there any updates? Thanks!

The feature has been there for a bit 😊 You can call `dataset.to_polars()` (on a `Dataset`, not a `DatasetDict`). The issue can be closed, I guess! @lhoestq  Looks great and thanks! Thank you.
Check potential integration of the Polars library: https://github.com/pola-rs/polars
- Benchmark: https://h2oai.github.io/db-benchmark/

CC: @thomwolf @lewtun 
