Add support to download kaggle datasets
Hey, I think this is great idea. Any plan to integrate kaggle private datasets loading to `datasets`? The workflow for downloading a Kaggle dataset and turning it into an HF dataset is pretty simple:
```python
!kaggle datasets download -p path
ds = load_dataset(path)
```

Native support would make our download logic even more complex, and I don't think this is a good idea considering this particular feature is not requested often. 

PS: Kaggle should integrate their API with `fsspec` to allow us to use a common interface if they are interested in tighter integrations
We can use API key