Update run_glue for do_predict with local test data (#9442)
# What does this PR do?

Currently, run_glue.py cannot use the test set (`do_predict`) unless we give it a GLUE task name.
This PR will allow us to use the local test dataset.

As commented in #9442, I tried to achieve the functionality with only simple changes.

- It still works with only the local train and valid files (in other words, this PR does not break the current operation.).
- If we add `--do_predict` with out adding specific params, we will get an error statement saying that we need either the GLUE task name or the path of the local test file.

Fixes #9442 


## Before submitting
- [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
- [x] Did you read the [contributor guideline](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md#start-contributing-pull-requests),
      Pull Request section?
- [x] Was this discussed/approved via a Github issue or the [forum](https://discuss.huggingface.co/)? Please add a link
      to it if that's the case.
- [ ] Did you make sure to update the documentation with your changes? Here are the
      [documentation guidelines](https://github.com/huggingface/transformers/tree/master/docs), and
      [here are tips on formatting docstrings](https://github.com/huggingface/transformers/tree/master/docs#writing-source-documentation).
- [ ] Did you write any new necessary tests?


## Who can review?

@sgugger

Thank you for your kind comments on the issue. 
I have tried to keep it simple and hope there is no problem as an example script.
Error messages of the CircleCI are:

```
-- Docs: https://docs.pytest.org/en/stable/warnings.html
=========================== short test summary info ============================
FAILED tests/test_pipelines_conversational.py::SimpleConversationPipelineTests::test_history_cache
FAILED tests/test_pipelines_conversational.py::SimpleConversationPipelineTests::test_integration_torch_conversation
==== 2 failed, 4207 passed, 1744 skipped, 734 warnings in 190.84s (0:03:10) ====
```

```
FAILED tests/test_pipelines_conversational.py::SimpleConversationPipelineTests::test_history_cache
==== 1 failed, 4178 passed, 1774 skipped, 735 warnings in 260.31s (0:04:20) ====
```

I'm sorry but I'd like to ask you if `run_glue.py` is related to the conversation pipeline.
<|||||>@sgugger @LysandreJik 
Thank you for reviewing and merging!