Dataset slow during model training
## Describe the bug
While migrating towards 🤗 Datasets, I encountered an odd performance degradation: training suddenly slows down dramatically. I train with an image dataset using Keras and execute a `to_tf_dataset` just before training.

First, I have optimized my dataset following https://discuss.huggingface.co/t/solved-image-dataset-seems-slow-for-larger-image-size/10960/6, which actually improved the situation from what I had before but did not completely solve it.

Second, I saved and loaded my dataset using `tf.data.experimental.save` and `tf.data.experimental.load` before training (for which I would have expected no performance change). However, I ended up with the performance I had before tinkering with 🤗 Datasets.

Any idea what's the reason for this and how to speed-up training with 🤗 Datasets?

## Steps to reproduce the bug
```python
# Sample code to reproduce the bug

from datasets import load_dataset
import os

dataset_dir = "./dataset"
prep_dataset_dir = "./prepdataset"
model_dir = "./model"

# Load Data
dataset = load_dataset("Lehrig/Monkey-Species-Collection", "downsized")
def read_image_file(example):
    with open(example["image"].filename, "rb") as f:
        example["image"] = {"bytes": f.read()}
        return example
dataset = dataset.map(read_image_file)
dataset.save_to_disk(dataset_dir)

# Preprocess
from datasets import (
    Array3D,
    DatasetDict,
    Features,
    load_from_disk,
    Sequence,
    Value
)
import numpy as np
from transformers import ImageFeatureExtractionMixin

dataset = load_from_disk(dataset_dir)

num_classes = dataset["train"].features["label"].num_classes
one_hot_matrix = np.eye(num_classes)
feature_extractor = ImageFeatureExtractionMixin()

def to_pixels(image):
    image = feature_extractor.resize(image, size=size)
    image = feature_extractor.to_numpy_array(image, channel_first=False)
    image = image / 255.0
    return image

def process(examples):
    examples["pixel_values"] = [
        to_pixels(image) for image in examples["image"]
    ]
    examples["label"] = [
        one_hot_matrix[label] for label in examples["label"]
    ]
    return examples

features = Features({
    "pixel_values": Array3D(dtype="float32", shape=(size, size, 3)),
    "label": Sequence(feature=Value(dtype="int32"), length=num_classes)
})

prep_dataset = dataset.map(
    process,
    remove_columns=["image"],
    batched=True,
    batch_size=batch_size,
    num_proc=2,
    features=features,
)

prep_dataset = prep_dataset.with_format("numpy")

# Split
train_dev_dataset = prep_dataset['test'].train_test_split(
    test_size=test_size,
    shuffle=True,
    seed=seed
)

train_dev_test_dataset = DatasetDict({
    'train': train_dev_dataset['train'],
    'dev': train_dev_dataset['test'],
    'test': prep_dataset['test'],
})

train_dev_test_dataset.save_to_disk(prep_dataset_dir)

# Train Model
import datetime
import tensorflow as tf
from tensorflow.keras import Sequential
from tensorflow.keras.applications import InceptionV3
from tensorflow.keras.layers import Dense, Dropout, GlobalAveragePooling2D, BatchNormalization
from tensorflow.keras.callbacks import ReduceLROnPlateau, ModelCheckpoint, EarlyStopping
from transformers import DefaultDataCollator

dataset = load_from_disk(prep_data_dir)

data_collator = DefaultDataCollator(return_tensors="tf")

train_dataset = dataset["train"].to_tf_dataset(
    columns=['pixel_values'],
    label_cols=['label'],
    shuffle=True,
    batch_size=batch_size,
    collate_fn=data_collator
)

validation_dataset = dataset["dev"].to_tf_dataset(
    columns=['pixel_values'],
    label_cols=['label'],
    shuffle=False,
    batch_size=batch_size,
    collate_fn=data_collator
)

print(f'{datetime.datetime.now()} - Saving Data')
tf.data.experimental.save(train_dataset, model_dir+"/train")
tf.data.experimental.save(validation_dataset, model_dir+"/val")

print(f'{datetime.datetime.now()} - Loading Data')
train_dataset = tf.data.experimental.load(model_dir+"/train")
validation_dataset = tf.data.experimental.load(model_dir+"/val")

shape = np.shape(dataset["train"][0]["pixel_values"])
backbone = InceptionV3(
    include_top=False,
    weights='imagenet',
    input_shape=shape
)

for layer in backbone.layers:
    layer.trainable = False

model = Sequential()
model.add(backbone)
model.add(GlobalAveragePooling2D())
model.add(Dense(128, activation='relu'))
model.add(BatchNormalization())
model.add(Dropout(0.3))
model.add(Dense(64, activation='relu'))
model.add(BatchNormalization())
model.add(Dropout(0.3))
model.add(Dense(10, activation='softmax'))

model.compile(
    optimizer='adam',
    loss='categorical_crossentropy',
    metrics=['accuracy']
)

print(model.summary())

earlyStopping = EarlyStopping(
    monitor='val_loss',
    patience=10,
    verbose=0,
    mode='min'
)

mcp_save = ModelCheckpoint(
    f'{model_dir}/best_model.hdf5',
    save_best_only=True,
    monitor='val_loss',
    mode='min'
)

reduce_lr_loss = ReduceLROnPlateau(
    monitor='val_loss',
    factor=0.1,
    patience=7,
    verbose=1,
    min_delta=0.0001,
    mode='min'
)

hist = model.fit(
    train_dataset,
    epochs=epochs,
    validation_data=validation_dataset,
    callbacks=[earlyStopping, mcp_save, reduce_lr_loss]
)
```

## Expected results
Same performance when training without my "save/load hack" or a good explanation/recommendation about the issue.

## Actual results
Performance slower without my "save/load hack".

**Epoch Breakdown (without my "save/load hack"):**
- Epoch 1/10
41s 2s/step - loss: 1.6302 - accuracy: 0.5048 - val_loss: 1.4713 - val_accuracy: 0.3273 - lr: 0.0010
- Epoch 2/10
32s 2s/step - loss: 0.5357 - accuracy: 0.8510 - val_loss: 1.0447 - val_accuracy: 0.5818 - lr: 0.0010
- Epoch 3/10
36s 3s/step - loss: 0.3547 - accuracy: 0.9231 - val_loss: 0.6245 - val_accuracy: 0.7091 - lr: 0.0010
- Epoch 4/10
36s 3s/step - loss: 0.2721 - accuracy: 0.9231 - val_loss: 0.3395 - val_accuracy: 0.9091 - lr: 0.0010
- Epoch 5/10
32s 2s/step - loss: 0.1676 - accuracy: 0.9856 - val_loss: 0.2187 - val_accuracy: 0.9636 - lr: 0.0010
- Epoch 6/10
42s 3s/step - loss: 0.2066 - accuracy: 0.9615 - val_loss: 0.1635 - val_accuracy: 0.9636 - lr: 0.0010
- Epoch 7/10
32s 2s/step - loss: 0.1814 - accuracy: 0.9423 - val_loss: 0.1418 - val_accuracy: 0.9636 - lr: 0.0010
- Epoch 8/10
32s 2s/step - loss: 0.1301 - accuracy: 0.9856 - val_loss: 0.1388 - val_accuracy: 0.9818 - lr: 0.0010
- Epoch 9/10
loss: 0.1102 - accuracy: 0.9856 - val_loss: 0.1185 - val_accuracy: 0.9818 - lr: 0.0010
- Epoch 10/10
32s 2s/step - loss: 0.1013 - accuracy: 0.9808 - val_loss: 0.0978 - val_accuracy: 0.9818 - lr: 0.0010



**Epoch Breakdown (with my "save/load hack"):**
- Epoch 1/10
13s 625ms/step - loss: 3.0478 - accuracy: 0.1146 - val_loss: 2.3061 - val_accuracy: 0.0727 - lr: 0.0010
- Epoch 2/10
0s 80ms/step - loss: 2.3105 - accuracy: 0.2656 - val_loss: 2.3085 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 3/10
0s 77ms/step - loss: 1.8608 - accuracy: 0.3542 - val_loss: 2.3130 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 4/10
1s 98ms/step - loss: 1.8677 - accuracy: 0.3750 - val_loss: 2.3157 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 5/10
1s 204ms/step - loss: 1.5561 - accuracy: 0.4583 - val_loss: 2.3049 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 6/10
1s 210ms/step - loss: 1.4657 - accuracy: 0.4896 - val_loss: 2.2944 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 7/10
1s 205ms/step - loss: 1.4018 - accuracy: 0.5312 - val_loss: 2.2917 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 8/10
1s 207ms/step - loss: 1.2370 - accuracy: 0.5729 - val_loss: 2.2814 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 9/10
1s 214ms/step - loss: 1.1190 - accuracy: 0.6250 - val_loss: 2.2733 - val_accuracy: 0.0909 - lr: 0.0010
- Epoch 10/10
1s 207ms/step - loss: 1.1484 - accuracy: 0.6302 - val_loss: 2.2624 - val_accuracy: 0.0909 - lr: 0.0010

## Environment info
- `datasets` version: 2.2.2
- Platform: Linux-4.18.0-305.45.1.el8_4.ppc64le-ppc64le-with-glibc2.17
- Python version: 3.8.13
- PyArrow version: 7.0.0
- Pandas version: 1.4.2
- TensorFlow: 2.8.0
- GPU (used during training): Tesla V100-SXM2-32GB
