Pubmed dataset not reachable
## Describe the bug
Trying to use the `pubmed` dataset fails to reach / download the source files.

## Steps to reproduce the bug
```python
pubmed_train = datasets.load_dataset('pubmed', split='train')
```

## Expected results
Should begin downloading the pubmed dataset.

## Actual results
```
ConnectionError: Couldn't reach ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed21n0865.xml.gz (InvalidSchema("No connection adapters were found for 'ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed21n0865.xml.gz'"))
```

## Environment info
- `datasets` version: 1.18.2
- Platform: macOS-11.4-x86_64-i386-64bit
- Python version: 3.8.2
- PyArrow version: 6.0.0
