Unpickling errors when running examples
## ❓ Questions & Help

Hi there, when I run the examples

```
%run run_generation.py \
    --model_type=gpt2 \
    --model_name_or_path=gpt2
```

I keep getting the following errors:

```
---------------------------------------------------------------------------
UnpicklingError                           Traceback (most recent call last)
~/research/transformers/examples/run_generation.py in <module>
    258 
    259 if __name__ == '__main__':
--> 260     main()

~/research/transformers/examples/run_generation.py in main()
    186     model_class, tokenizer_class = MODEL_CLASSES[args.model_type]
    187     tokenizer = tokenizer_class.from_pretrained(args.model_name_or_path)
--> 188     model = model_class.from_pretrained(args.model_name_or_path)
    189     model.to(args.device)
    190     model.eval()

~/anaconda3/lib/python3.7/site-packages/transformers/modeling_utils.py in from_pretrained(cls, pretrained_model_name_or_path, *model_args, **kwargs)
    343 
    344         if state_dict is None and not from_tf:
--> 345             state_dict = torch.load(resolved_archive_file, map_location='cpu')
    346 
    347         missing_keys = []

~/anaconda3/lib/python3.7/site-packages/torch/serialization.py in load(f, map_location, pickle_module, **pickle_load_args)
    385         f = f.open('rb')
    386     try:
--> 387         return _load(f, map_location, pickle_module, **pickle_load_args)
    388     finally:
    389         if new_fd:

~/anaconda3/lib/python3.7/site-packages/torch/serialization.py in _load(f, map_location, pickle_module, **pickle_load_args)
    562             f.seek(0)
    563 
--> 564     magic_number = pickle_module.load(f, **pickle_load_args)
    565     if magic_number != MAGIC_NUMBER:
    566         raise RuntimeError("Invalid magic number; corrupt file?")

UnpicklingError: invalid load key, '<'.

```

Closing this in favor of #1684