FileNotFoundError when instantiating RagRetriever
## Environment info
<!-- You can run the command `transformers-cli env` and copy-and-paste its output below.
     Don't forget to fill out the missing fields in that output! -->
     
- `transformers` version: 4.1.1
- Platform: Linux-5.4.0-58-generic-x86_64-with-debian-bullseye-sid
- Python version: 3.7.9
- PyTorch version (GPU?): 1.7.1 (True)
- Using GPU in script?: No
- Using distributed or parallel set-up in script?: No


### Who can help
@patrickvonplaten, @lhoestq

## Information

I am trying to use RAG but I am having issues downloading the compressed index.

## To reproduce

```python
from transformers import RagRetriever
retriever = RagRetriever.from_pretrained('facebook/rag-sequence-nq', dataset='wiki_dpr', index_name='compressed')
```
Which results in:
```python
FileNotFoundError: Couldn't find file at https://storage.googleapis.com/huggingface-nlp/cache/datasets/wiki_dpr/psgs_w100.nq.compressed/0.0.0/psgs_w100.nq.IVF4096_HNSW128_PQ128-IP-train.faiss
```

Hi ! Thanks for reporting
Can you try again ? I fixed the missing file<|||||>Thanks a lot! I'll try right away (with my internet speed, it should take ~1h30)<|||||>Yup, I can confirm now the issue is resolved. Thanks a lot! Shall I close the issue?<|||||>Hey @poccio,

usually, always feel free to close issues that you opened. As maintainers, we don't always feel comfortable closing an issue since it's not always clear whether the author's issue is solved. So if it's solved for you, it's great if you close it :-) Thanks for reporting the issue.