Sort on multiple keys with datasets.Dataset.sort()
### Feature request

From discussion on forum: https://discuss.huggingface.co/t/datasets-dataset-sort-does-not-preserve-ordering/29065/1

`sort()` does not preserve ordering, and it does not support sorting on multiple columns, nor a key function.

The suggested solution: 
> ... having something similar to pandas and be able to specify multiple columns for sorting. We’re already using pandas under the hood to do the sorting in datasets.

The suggested workaround:
> convert your dataset to pandas and use `df.sort_values()`




### Motivation

Preserved ordering when sorting is very handy when one needs to sort on multiple columns, A and B, so that e.g. whenever A is equal for two or more rows, B is kept sorted. 
Having a parameter to do this in 🤗datasets would be cleaner than going through pandas and back, and it wouldn't add much complexity to the library.

Alternatives:
- the possibility to specify multiple keys to sort by with decreasing priority (suggested solution),
- the ability to provide a key function for sorting, so that one can manually specify the sorting criteria.

### Your contribution

I'll be happy to contribute by submitting a PR. Will get documented on `CONTRIBUTING.MD`.
Would love to get thoughts on this, if anyone has anything to add.