Fix openai-gpt ROCStories example's issues with AdamW optimizer
Fixes the `AdamW` optimizer instance in the `openai-gpt` ROCStories example as per the new API. The default arguments for it are now set as per the [documentation](https://huggingface.co/pytorch-transformers/model_doc/bert.html?highlight=adamw#pytorch_transformers.AdamW).
# [Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/811?src=pr&el=h1) Report
> Merging [#811](https://codecov.io/gh/huggingface/pytorch-transformers/pull/811?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/pytorch-transformers/commit/71d597dad0a28ccc397308146844486e0031d701?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/pytorch-transformers/pull/811/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/pytorch-transformers/pull/811?src=pr&el=tree)

```diff
@@          Coverage Diff           @@
##           master    #811   +/-   ##
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  Coverage    78.9%   78.9%           
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  Files          34      34           
  Lines        6192    6192           
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  Hits         4886    4886           
  Misses       1306    1306
```



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<|||||>We should also probably add a linearly decreasing schedule (not in the optimizer anymore).
Did you try this version with flat learning rate? Does it have good performances?<|||||>I didn't run the training loop to completion but I looked at it now and it seems there's an issue with the evaluation routine (it crashes with an error). Will look into this as soon as I have time. <|||||>@thomwolf I used the code from #845 and the flat learning rate does the trick - eval accuracy of 87.2% after 3 training epochs. The defaults args in `run_openai_gpt.py` are good, just confirming some of them used for this result below. 

```
python run_openai_gpt.py  \
  --model_name openai-gpt  \
  --do_train  \
  --do_eval  \
  --train_dataset "./ROCStories/cloze_test_val__spring2016 - cloze_test_ALL_val.csv"  \
  --eval_dataset "./ROCStories/cloze_test_test__spring2016 - cloze_test_ALL_test.csv"  \
  --train_batch_size 8  \
  --eval_batch_size 16  \
  --num_train_epochs  3
```
It makes sense to go ahead and close this.  Thanks! 