Error running openai-gpt on ROCstories
## 🐛 Bug

<!-- Important information -->

The model I am using: OpenAIGPT

The language I am using the model on: English

The problem arises when using:
* [ ] the official example scripts: When I try to run examples/single_model_script/run_openai_gpt.py I get this error:

```
Traceback (most recent call last):
  File "/home/rohola/Codes/Python/pytorch-transformers/examples/single_model_scripts/run_openai_gpt.py", line 288, in <module>
    main()
  File "/home/rohola/Codes/Python/pytorch-transformers/examples/single_model_scripts/run_openai_gpt.py", line 158, in main
    model = OpenAIGPTDoubleHeadsModel.from_pretrained(args.model_name, num_special_tokens=len(special_tokens))
  File "/home/rohola/Codes/Python/pytorch-transformers/pytorch_transformers/modeling_utils.py", line 330, in from_pretrained
    model = cls(config, *model_args, **model_kwargs)
TypeError: __init__() got an unexpected keyword argument 'num_special_tokens'
```


The tasks I am working on is:
*  ROCstories

## To Reproduce

Steps to reproduce the behavior:

1. Just run the "run_openai_gpt.py "


## Environment

* OS: Ubuntu 16.04
* Python version: 3.6
* PyTorch version: 1.1.0
* PyTorch Transformers version (or branch): The last commit
* Using GPU: True
* Distributed of parallel setup: No
* Any other relevant information:

## Additional context

Even when I remove that argument I get another error:
```
Traceback (most recent call last):
  File "/home/rohola/Codes/Python/pytorch-transformers/examples/single_model_scripts/run_openai_gpt.py", line 288, in <module>
    main()
  File "/home/rohola/Codes/Python/pytorch-transformers/examples/single_model_scripts/run_openai_gpt.py", line 224, in main
    losses = model(input_ids, mc_token_ids, lm_labels, mc_labels)
  File "/home/rohola/Codes/Python/pytorch-transformers/env/lib/python3.6/site-packages/torch/nn/modules/module.py", line 493, in __call__
    result = self.forward(*input, **kwargs)
  File "/home/rohola/Codes/Python/pytorch-transformers/pytorch_transformers/modeling_openai.py", line 601, in forward
    head_mask=head_mask)
  File "/home/rohola/Codes/Python/pytorch-transformers/env/lib/python3.6/site-packages/torch/nn/modules/module.py", line 493, in __call__
    result = self.forward(*input, **kwargs)
  File "/home/rohola/Codes/Python/pytorch-transformers/pytorch_transformers/modeling_openai.py", line 425, in forward
    hidden_states = inputs_embeds + position_embeds + token_type_embeds
RuntimeError: The size of tensor a (78) must match the size of tensor b (16) at non-singleton dimension 1
```
Ok should be fixed now on master with e768f23