Pipelines- if initial model download is interrupted, everything is ruined
# 🐛 Bug

## Information

Model I am using (Bert, XLNet ...): pipeline('ner') and pipeline('feature-extraction')

Language I am using the model on (English, Chinese ...): English

The problem arises when using:
  - [x] my own modified scripts: (give details below)

The tasks I am working on is:
 - [x] (mostly NA) my own task or dataset: (give details below)

## To reproduce

Steps to reproduce the behavior:

1. fresh install transformers from source
2.  run:  

```python
from transformers import pipeline
model =pipeline('feature-extraction')
```

3. interrupt download.  rerun #2

Error on reload: 

```python
Downloading: 100%
230/230 [00:01<00:00, 136B/s]

---------------------------------------------------------------------------
RuntimeError                              Traceback (most recent call last)
~/miniconda3/envs/hugging/lib/python3.7/site-packages/transformers/modeling_utils.py in from_pretrained(cls, pretrained_model_name_or_path, *model_args, **kwargs)
    466             try:
--> 467                 state_dict = torch.load(resolved_archive_file, map_location="cpu")
    468             except Exception:

~/miniconda3/envs/hugging/lib/python3.7/site-packages/torch/serialization.py in load(f, map_location, pickle_module)
    357     try:
--> 358         return _load(f, map_location, pickle_module)
    359     finally:

~/miniconda3/envs/hugging/lib/python3.7/site-packages/torch/serialization.py in _load(f, map_location, pickle_module)
    548         assert key in deserialized_objects
--> 549         deserialized_objects[key]._set_from_file(f, offset, f_should_read_directly)
    550         offset = None

RuntimeError: unexpected EOF. The file might be corrupted.

During handling of the above exception, another exception occurred:

OSError                                   Traceback (most recent call last)
<ipython-input-26-2fd4b689c1db> in <module>
----> 1 featify=pipeline('feature-extraction')

~/miniconda3/envs/hugging/lib/python3.7/site-packages/transformers/pipelines.py in pipeline(task, model, config, tokenizer, modelcard, **kwargs)
   1084                 "Trying to load the model with Tensorflow."
   1085             )
-> 1086         model = model_class.from_pretrained(model, config=config, **model_kwargs)
   1087 
   1088     return task(model=model, tokenizer=tokenizer, modelcard=modelcard, framework=framework, **kwargs)

~/miniconda3/envs/hugging/lib/python3.7/site-packages/transformers/modeling_auto.py in from_pretrained(cls, pretrained_model_name_or_path, *model_args, **kwargs)
    375         for config_class, model_class in MODEL_MAPPING.items():
    376             if isinstance(config, config_class):
--> 377                 return model_class.from_pretrained(pretrained_model_name_or_path, *model_args, config=config, **kwargs)
    378         raise ValueError(
    379             "Unrecognized configuration class {} for this kind of AutoModel: {}.\n"

~/miniconda3/envs/hugging/lib/python3.7/site-packages/transformers/modeling_utils.py in from_pretrained(cls, pretrained_model_name_or_path, *model_args, **kwargs)
    468             except Exception:
    469                 raise OSError(
--> 470                     "Unable to load weights from pytorch checkpoint file. "
    471                     "If you tried to load a PyTorch model from a TF 2.0 checkpoint, please set from_tf=True. "
    472                 )

OSError: Unable to load weights from pytorch checkpoint file. If you tried to load a PyTorch model from a TF 2.0 checkpoint, please set from_tf=True. 
```

## Expected behavior

Model should (download and) load. 

## Environment info
<!-- You can run the command `python transformers-cli env` and copy-and-paste its output below.
     Don't forget to fill out the missing fields in that output! -->
     
- `transformers` version: 2.4.1
- Platform: WSL
- Python version:  3.7.6.final.0
- PyTorch version (GPU?): 0.4.1 (no)
- Tensorflow version (GPU?): none
- Using GPU in script?: no
- Using distributed or parallel set-up in script?: no

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
