Saving large in-memory datasets with save_to_disk crashes because of pickling
Using Datasets 1.5.0 on Python 3.7.
Recently I've been working on medium to large size datasets (pretokenized raw text sizes from few gigabytes to low tens of gigabytes), and have found out that several preprocessing steps are massively faster when done in memory, and I have the ability to requisition a lot of RAM, so I decided to do these steps completely out of the datasets library.

 So my workflow is to do several .map() on datasets object, then for the operation which is faster in memory to extract the necessary columns from the dataset and then drop it whole, do the transformation in memory, and then create a fresh Dataset object using .from_dict() or other method. 

When I then try to call save_to_disk(path) on the dataset, it crashes because of pickling, which appears to be because of using old pickle protocol which doesn't support large files (over 4 GiB).
```
Traceback (most recent call last):
  File "./tokenize_and_chunkify_in_memory.py", line 80, in <module>
    main()
  File "./tokenize_and_chunkify_in_memory.py", line 75, in main
    tokenize_and_chunkify(config)
  File "./tokenize_and_chunkify_in_memory.py", line 60, in tokenize_and_chunkify
    contexts_dataset.save_to_disk(chunked_path)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 457, in save_to_disk
    self = pickle.loads(pickle.dumps(self))
OverflowError: cannot serialize a bytes object larger than 4 GiB
```
From what I've seen this issue may be possibly fixed, as the line `self = pickle.loads(pickle.dumps(self))` does not appear to be present in the current state of the repository.

To save these datasets to disk, I've resorted to calling .map() over them with `function=None` and specifying the .arrow cache file, and then creating a new dataset using the .from_file() method, which I can then safely save to disk.

Additional issue when working with these large in-memory datasets is when using multiprocessing, is again to do with pickling. I've tried to speed up the mapping with function=None by specifying num_proc to the available cpu count, and I again get issues with transferring the dataset, with the following traceback. I am not sure if I should open a separate issue for that.
```
Traceback (most recent call last):
  File "./tokenize_and_chunkify_in_memory.py", line 94, in <module>
    main()
  File "./tokenize_and_chunkify_in_memory.py", line 89, in main
    tokenize_and_chunkify(config)
  File "./tokenize_and_chunkify_in_memory.py", line 67, in tokenize_and_chunkify
    contexts_dataset.map(function=None, cache_file_name=str(output_dir_path / "tmp.arrow"), writer_batch_size=50000, num_proc=config.threads)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in map
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in <listcomp>
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 657, in get
    raise self._value
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 431, in _handle_tasks
    put(task)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/connection.py", line 209, in send
    self._send_bytes(_ForkingPickler.dumps(obj))
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/reduction.py", line 54, in dumps
    cls(buf, protocol, *args, **kwds).dump(obj)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 454, in dump
    StockPickler.dump(self, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 437, in dump
    self.save(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 662, in save_reduce
    save(state)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 843, in _batch_appends
    save(x)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 843, in _batch_appends
    save(x)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 732, in save_bytes
    self._write_large_bytes(BINBYTES + pack("<I", n), obj)
struct.error: 'I' format requires 0 <= number <= 4294967295Traceback (most recent call last):
  File "./tokenize_and_chunkify_in_memory.py", line 94, in <module>
    main()
  File "./tokenize_and_chunkify_in_memory.py", line 89, in main
    tokenize_and_chunkify(config)
  File "./tokenize_and_chunkify_in_memory.py", line 67, in tokenize_and_chunkify
    contexts_dataset.map(function=None, cache_file_name=str(output_dir_path / "tmp.arrow"), writer_batch_size=50000, num_proc=config.threads)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in map
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 1485, in <listcomp>
    transformed_shards = [r.get() for r in results]
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 657, in get
    raise self._value
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/pool.py", line 431, in _handle_tasks
    put(task)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/connection.py", line 209, in send
    self._send_bytes(_ForkingPickler.dumps(obj))
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/multiprocess/reduction.py", line 54, in dumps
    cls(buf, protocol, *args, **kwds).dump(obj)
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 454, in dump
    StockPickler.dump(self, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 437, in dump
    self.save(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 662, in save_reduce
    save(state)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/cernypro/dev/envs/huggingface_gpu/lib/python3.7/site-packages/dill/_dill.py", line 941, in save_module_dict
    StockPickler.save_dict(pickler, obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 859, in save_dict
    self._batch_setitems(obj.items())
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 885, in _batch_setitems
    save(v)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 843, in _batch_appends
    save(x)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 846, in _batch_appends
    save(tmp[0])
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 789, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 819, in save_list
    self._batch_appends(obj)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 843, in _batch_appends
    save(x)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 549, in save
    self.save_reduce(obj=obj, *rv)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 638, in save_reduce
    save(args)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 774, in save_tuple
    save(element)
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 504, in save
    f(self, obj) # Call unbound method with explicit self
  File "/mnt/appl/software/Python/3.7.4-GCCcore-8.3.0/lib/python3.7/pickle.py", line 732, in save_bytes
    self._write_large_bytes(BINBYTES + pack("<I", n), obj)
struct.error: 'I' format requires 0 <= number <= 4294967295
```