[lightning_base] fix s2s logging, only make train_loader once
setup is called many times (incl twice by trainer.test), creating a dataloader each time. Will only creating a train_loader on the first call cause bad side effects that I don't understand @nateraw @williamFalcon ?

I read docs [https://pytorch-lightning.readthedocs.io/en/latest/introduction_guide.html], so I think I'm fine, but not sure.

cc @stas00

Also:
- add a fast test for run_ner
- [pl] centralize `data_dir` argument to `add_generic_args` cause rule of 3


Checks:
- verified xsum distillation trains well, has good LR logs. (warmup+linear decay are honored.)
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=h1) Report
> Merging [#6404](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/72add6c98f2c0607f088fa0c78d40f11e2efa4c4&el=desc) will **decrease** coverage by `0.11%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/6404/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #6404      +/-   ##
==========================================
- Coverage   80.38%   80.26%   -0.12%     
==========================================
  Files         156      156              
  Lines       28058    28058              
==========================================
- Hits        22554    22521      -33     
- Misses       5504     5537      +33     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/tokenization\_roberta.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fcm9iZXJ0YS5weQ==) | `76.71% <0.00%> (-21.92%)` | :arrow_down: |
| [src/transformers/tokenization\_utils\_base.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdXRpbHNfYmFzZS5weQ==) | `86.58% <0.00%> (-7.19%)` | :arrow_down: |
| [src/transformers/tokenization\_transfo\_xl.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdHJhbnNmb194bC5weQ==) | `38.73% <0.00%> (-3.76%)` | :arrow_down: |
| [src/transformers/tokenization\_auto.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYXV0by5weQ==) | `95.55% <0.00%> (-2.23%)` | :arrow_down: |
| [src/transformers/tokenization\_utils\_fast.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdXRpbHNfZmFzdC5weQ==) | `92.14% <0.00%> (-2.15%)` | :arrow_down: |
| [src/transformers/tokenization\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fb3BlbmFpLnB5) | `82.57% <0.00%> (-1.52%)` | :arrow_down: |
| [src/transformers/configuration\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX3V0aWxzLnB5) | `95.91% <0.00%> (-0.69%)` | :arrow_down: |
| [src/transformers/tokenization\_bert.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYmVydC5weQ==) | `91.07% <0.00%> (-0.45%)` | :arrow_down: |
| [src/transformers/tokenization\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fdXRpbHMucHk=) | `90.00% <0.00%> (-0.41%)` | :arrow_down: |
| [src/transformers/tokenization\_albert.py](https://codecov.io/gh/huggingface/transformers/pull/6404/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fYWxiZXJ0LnB5) | `87.50% <0.00%> (+58.65%)` | :arrow_up: |

------

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> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=footer). Last update [72add6c...e43061d](https://codecov.io/gh/huggingface/transformers/pull/6404?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
