`from_generator` does not allow to specify the split name
Thanks for reporting, @pminervini.

I agree we should give the option to define the split name.

Indeed, there is a PR that addresses precisely this issue:
- #7015

I am reviewing it. Booom! thank you guys :)
### Describe the bug

I'm building train, dev, and test using `from_generator`; however, in all three cases, the logger prints `Generating train split:`
It's not possible to change the split name since it seems to be hardcoded: https://github.com/huggingface/datasets/blob/main/src/datasets/packaged_modules/generator/generator.py

### Steps to reproduce the bug

```
In [1]: from datasets import Dataset

In [2]: def gen():
   ...:     yield {"pokemon": "bulbasaur", "type": "grass"}
   ...: 

In [3]: ds = Dataset.from_generator(gen)
Generating train split: 1 examples [00:00, 133.89 examples/s]
```

### Expected behavior

It should be possible to specify any split name

### Environment info

- `datasets` version: 2.19.2
- Platform: macOS-10.16-x86_64-i386-64bit
- Python version: 3.8.5
- `huggingface_hub` version: 0.23.3
- PyArrow version: 15.0.0
- Pandas version: 2.0.3
- `fsspec` version: 2023.10.0