Trainer removes columns before transform is called
### System Info

- `transformers` version: 4.26.1
- Platform: Linux-5.10.102.1-microsoft-standard-WSL2-x86_64-with-glibc2.31
- Python version: 3.10.8
- Huggingface_hub version: 0.12.1
- PyTorch version (GPU?): 1.13.1+cu116 (True)
- Tensorflow version (GPU?): not installed (NA)
- Flax version (CPU?/GPU?/TPU?): not installed (NA)
- Jax version: not installed
- JaxLib version: not installed
- Using GPU in script?: yes
- Using distributed or parallel set-up in script?: no

### Who can help?

@sgugger

### Information

- [ ] The official example scripts
- [X] My own modified scripts

### Tasks

- [ ] An officially supported task in the `examples` folder (such as GLUE/SQuAD, ...)
- [X] My own task or dataset (give details below)

### Reproduction

I have a text dataset and am attempting to apply a transform to tokenize the contents. I'm using: [with_transform()](https://huggingface.co/docs/datasets/v2.10.0/en/package_reference/main_classes#datasets.Dataset.with_transform) for this and it works fine: the transform removes the `text` column and adds the `input_ids` and `attention_mask` columns.

The problem is when combining this with the `Trainer`, it runs `_remove_unused_columns()` _before_ calling the transform, which has the effect of removing the whole dataset, and I get an error as it tries to read the first batch:
```
IndexError: Invalid key: 664 is out of bounds for size 0
```

### Expected behavior

I should be able to combine `Dataset.with_transform()` and `Trainer`.
Ah, I've re-read through the parameter lists for everything and found `remove_unused_columns=False` in `TrainingArguments`. Setting this resolves the issue, so I guess this won't be considered a bug. I think there's room for improvement in the UX though, perhaps a warning "After removing unused columns, there were no columns left, this is probably not what you meant to do, right?"

Like `if set(dataset.column_names) == set(ignored_columns)`...
<|||||>We could add such a warning yes. Do you want to take a stab at a PR?<|||||>Sorry, I've got a full plate at the moment.<|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

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