Progress indicator improvements when downloading pre-trained models.
Downloading GPT2-XL can take a while.  If you're not expecting it, the current progress bar can be confusing.  It looks like this:

```
  4%|▉                       | 257561600/6431878936 [00:33<16:12, 6351328.14B/s]
```

With this change, the progress bar is much more readable:


```
Downloading:   3%|▋                         | 166M/6.43G [00:30<12:34, 8.31MB/s]
```

Also, by importing from `tqdm.auto` you will get a nice graphical progress bar if you're running in a jupyter notebook.  (Unless you're using jupyter lab and you don't have widgets set up properly, but that's it's own ball of wax.)
 
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=h1) Report
> Merging [#2129](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/6a73382706ce3c6905023872f63a680f0eb419a4?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `50%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/2129/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master    #2129   +/-   ##
=======================================
  Coverage   80.07%   80.07%           
=======================================
  Files         112      112           
  Lines       16867    16867           
=======================================
  Hits        13506    13506           
  Misses       3361     3361
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/2129/diff?src=pr&el=tree#diff-dHJhbnNmb3JtZXJzL2ZpbGVfdXRpbHMucHk=) | `40% <50%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=footer). Last update [6a73382...58d75aa](https://codecov.io/gh/huggingface/transformers/pull/2129?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
<|||||>That's really cool! Looks good to me.<|||||>LGTM as well, thanks!<|||||>Traceback (most recent call last):
  File "train.py", line 13, in <module>
    from transformers import *
  File "/home/user/.local/lib/python3.6/site-packages/transformers/__init__.py", line 20, in <module>
    from .file_utils import (TRANSFORMERS_CACHE, PYTORCH_TRANSFORMERS_CACHE, PYTORCH_PRETRAINED_BERT_CACHE,
  File "/home/user/.local/lib/python3.6/site-packages/transformers/file_utils.py", line 24, in <module>
    from tqdm.auto import tqdm
ModuleNotFoundError: No module named 'tqdm.auto'

Is there a way to override this when one's not using a jupyter notebook?<|||||>upgrading to tqdm-4.41.1 solved it! 