Error when fine tuning GPT2 on GPU 
An error occur when training with `run_language_modeling.py` file (Ubuntu 18, pytorch with cuda compiled), while the error does not occur on Macbook without the GPU

```
  File "train.py", line 283, in <module>
    main()
  File "train.py", line 247, in main
    trainer.train(model_path=model_path)
  File "/home/antonio/anaconda3/lib/python3.7/site-packages/transformers/trainer.py", line 518, in train
    for step, inputs in enumerate(epoch_iterator):
  File "/home/antonio/anaconda3/lib/python3.7/site-packages/tqdm/_tqdm.py", line 1017, in __iter__
    for obj in iterable:
  File "/home/antonio/anaconda3/lib/python3.7/site-packages/torch/utils/data/dataloader.py", line 346, in __next__
    data = self._dataset_fetcher.fetch(index)  # may raise StopIteration
  File "/home/antonio/anaconda3/lib/python3.7/site-packages/torch/utils/data/_utils/fetch.py", line 47, in fetch
    return self.collate_fn(data)
  File "/home/antonio/anaconda3/lib/python3.7/site-packages/transformers/data/data_collator.py", line 90, in __call__
    labels[labels == self.tokenizer.pad_token_id] = -100
TypeError: eq() received an invalid combination of arguments - got (NoneType), but expected one of:
 * (Tensor other)
      didn't match because some of the arguments have invalid types: (NoneType)
 * (Number other)
      didn't match because some of the arguments have invalid types: (NoneType)
```

Command and arguments used to run:
```bash
python train.py \
    --output_dir ckpts/prova \
    --model_type=gpt2 \
    --model_name_or_path=gpt2 \
    --do_train \
    --train_data_file data.train \
    --num_train_epochs 1 \
    --per_device_train_batch_size 1 \
    --gradient_accumulation_steps 1 \
    --save_steps 200
```

Any idea on how to solve this?
Hi @antocapp  thank you for reporting this. ignore index (-100) shouldn't be set when `pad_token_id` is `None`, which is the case with GPT-2 <|||||>Hi @patil-suraj , thanks for the answer! Where should I set this parameter?

edit: Never mind, just saw the fix you merged. Thanks!