Add Transformer-XL fine-tuning support.
## 🚀 Feature

Add Transformer-XL fine-tuning support.

## Motivation

This model archieves good language modeling result while having a "saner" number of parameters compared with GPT-2 or other language modeling.


We don't have the bandwidth for that at the moment. But if somebody in the community is interested in working on that, happy to welcome a PR.<|||||>This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
