text: Title: Simple mistakes trigger unclear error messages in the ALBERT example
  Body: Simple mistakes trigger unclear error messages in the ALBERT example, that is:
  
  - [x] Absence of the unpacked data for trainer (currently triggers `requests.exceptions.HTTPError: 404 Client Error: Not Found for url: https://huggingface.co/api/models/data/tokenizer`)
  - [ ] Running all peers in `--client_mode` (currently triggers `AllReduce failed: could not find a group`)
  
  It would be great to show a clear error message in these cases.