Support webdataset format
Webdataset is an efficient format for iterable datasets. It would be nice to support it in `datasets`, as discussed in https://github.com/rom1504/img2dataset/issues/234.

In particular it would be awesome to be able to load one using `load_dataset` in streaming mode (either from a local directory, or from a dataset on the Hugging Face Hub). Some datasets on the Hub are already in webdataset format.

It terms of implementation, we can have something similar to the Parquet loader.
I also think it's fine to have webdataset as an optional dependency.