Windows Test Errors 
There are some errors that I encounter when running tests on Windows. 

**tests\test_benchmark.py**
```
obj = <MemoryMeasureProcess(MemoryMeasureProcess-8, initial)>
 file = <_io.BufferedWriter name=10>, protocol = None

 def dump(obj, file, protocol=None):
     '''Replacement for pickle.dump() using ForkingPickler.'''
      ForkingPickler(file, protocol).dump(obj)
      AttributeError: Can't pickle local object 'measure_peak_memory_cpu.<locals>.MemoryMeasureProcess'
```

**tests/test_modeling_led.py**
`RuntimeError: 0INTERNAL ASSERT FAILED at "..\\torch\\csrc\\jit\\ir\\alias_analysis.cpp":532, please report a bug to PyTorch. We don't have an op for aten::constant_pad_nd but it isn't a special case.  Argument types: Tensor, int[], bool,`

**tests/test_modeling_bart.py**
The timeout-decorator uses SIGALRM, which causes an error on Windows. Can we skip this tests on Windows? 

**test_tokenization_wav2vec2.py** - makes the assumption that paths are separated with forward slashes, but Windows uses backslash. 
`    AssertionError: Sequences differ: ['added_tokens.json', 'special_tokens_map.j[39 chars]son'] != ['C:\\Users\\AzureUser\\AppData\\Local\\Tem[267 chars]son']`


**tests/test_utils_check_copies.py**
```
tests\test_utils_check_copies.py:76: in check_copy_consistency
  self.assertTrue(len(check_copies.is_copy_consistent(fname)) == 0)
   AssertionError: False is not true
```

**tests/extended/test_trainer_ext.py**
```
 def encode(self, input, final=False):
     return codecs.charmap_encode(input,self.errors,encoding_table)[0]
    UnicodeEncodeError: 'charmap' codec can't encode characters in position 0-59: character maps to <undefined>
```

[additional-logs.txt](https://github.com/huggingface/transformers/files/6422688/windows-logs.txt)

## Environment info
- `transformers` version: master
- Platform: Windows
- Python version:
- PyTorch version (GPU?): 1.8.1 10.2cuda 
- Tensorflow version (GPU?): none
- Using GPU in script?: 10.2cuda 

 @sgugger, @patil-suraj




The tests are not run on Windows, so there is absolutely no guarantee any of them passes there.<|||||>> The tests are not run on Windows, so there is absolutely no guarantee any of them passes there.

Isn't Windows a supported platform? If so, would it be helpful to run HF tests on Windows as well? <|||||>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.