RAGRetriever loads dataset in the default cache dir even if a different one is specified
## Environment info
<!-- You can run the command `transformers-cli env` and copy-and-paste its output below.
     Don't forget to fill out the missing fields in that output! -->
     
- `transformers` version: latest
- Platform: any
- Python version: 3.8
- PyTorch version (GPU?): any
- Tensorflow version (GPU?): any
- Using GPU in script?: yes
- Using distributed or parallel set-up in script?: no

### Who can help
<!-- Your issue will be replied to more quickly if you can figure out the right person to tag with @
 If you know how to use git blame, that is the easiest way, otherwise, here is a rough guide of **who to tag**.
 Please tag fewer than 3 people.
 
 RAG: @patrickvonplaten, @lhoestq
 -->

## Information

Model I am using (Bert, XLNet ...):

The problem arises when using:
* [ ] the official example scripts: (give details below)
* [x] my own modified scripts: (give details below)

The tasks I am working on is:
* [ ] an official GLUE/SQUaD task: (give the name)
* [x] my own task or dataset: (give details below)

## To reproduce

Steps to reproduce the behavior:

1. load a `RagRetriever` model with `cache_dir='/mnt/.cache/huggingface/'
2. notice that the dataset is still downloaded to `'~/.cache'`

```{python
from transformers import RagRetriever
rag_retriever = RagRetriever.from_pretrained('facebook/rag-token-base', cache_dir='/mnt/.cache/huggingface')
```

## Expected behavior
The dataset is still downloaded in `'~/.cache'` even though we want it to download to the cache in '/mnt'

The reason this is happening is because, in `retrieval_rag.py`, `config.cache_dir` isn't passed through to `load_dataset` on line 273, for example
Indeed! Would you like to open a PR with your fix?<|||||>I am dealing with this issue too, would love to find a way around this. <|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md) are likely to be ignored.