title: rasa_nlu loading data from multiple json files
body: <p>I'm writing a simple Chatbot in Python with rasa_nlu and I would like to load training data from a few separate json files.</p>
  
  <p>Loading one file is a no-problem process with load_data function, but I cannot find a way or feature to help with multiple files (collaboration purposes).</p>
  
  <p>I'm using <em>rasa_nlu.<strong>version</strong> == 0.14.6</em></p>
  
  <pre class="lang-py prettyprint-override"><code>from rasa_nlu.training_data import load_data
  
  self.data = "data.json"
  training_data = load_data(self.data) # load one json training file
  </code></pre>
  
  <p>I would like self.data to be a list of files instead of one file as string. Is there any way to do so ?</p>