[ctrl] has broken code for pruning that is not tested
references an `attn` parameter than should be `multiheaded_attn`. Easy-ish fix.

Yeah change 
```python
self.h[layer].attn.prune_heads(heads)
``` 
to 
```python
self.h[layer].multi_head_attention.prune_heads(heads)
``` 
in modeling_ctrl.py

and set `test_pruning=True` in `CTRLModelTest`<|||||>@sshleifer 
I did the above-mentioned changes however the testing of pruning still failed. There is no `function` called `prune_heads` implemented in the `MultiHeadAttention` class.
In `modelling_xlm.py` I do observe the implementation of `prune_heads`. 
Should I just raise a PR with the above-mentioned changes or look into implementing `prune_heads` for `ctrl`(Would require some help there 😓)?
![Annotation 2020-06-10 120040](https://user-images.githubusercontent.com/18247856/84234521-0b907900-ab12-11ea-8cec-3f798866feac.png)
<|||||>You could try to get that test passing or 
work on https://github.com/huggingface/transformers/issues/4902, which is easier in my opinion.
