Syntax for from_pretrained proxies (downloading model behind corp proxy)
Facing trouble using from_pretrained

```
import torch
from transformers import DistilBertModel
from transformers import AutoModel, AutoTokenizer, BertTokenizer
torch.set_grad_enabled(False)
bert_distil = DistilBertModel.from_pretrained('distilbert-base-cased', proxies={'proxy-abc.xyz.com:123'} )
tokenizer = AutoTokenizer.from_pretrained('distilbert-base-cased',  proxies={'http': 'proxy-abc.xyz.com:123'})
input_pt = tokenizer.encode_plus(
'This is a sample input to demonstrate performance of distiled models especially inference time', 
return_tensors="pt"
)

%time _ = bert_distil(input_pt['input_ids'])
%time _ = model_pt(input_pt['input_ids'])
```

(hf) username@st-rocket-lake-nv3090:~/dev/hf$ **set | grep http**
**http_proxy=http://proxy-abc.xyz.com:123/**
-----------------------

Error: ValueError: Connection error, and we cannot find the requested files in the cached path. Please try again or make sure your Internet connection is on.
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.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md) are likely to be ignored.<|||||>Same issue here, if I use models like this
`instructor_embeddings = HuggingFaceInstructEmbeddings(model_name="hkunlp/instructor-xl",
                                                     model_kwargs={"device": "cpu"})`

I am behind a company proxy and have set it in the environment variables, which works fine for pip. There is a dirty workaround, namely to set verify=False in the 'file_download.py'. But that can't be it, right? 😏 

Is it possible to react like pip, take the environment variables for the proxy (http_proxy proxy address, https_proxy ...)? It'd be much appreciated.

Edit: I just found out about the offline option, which offers an ok-workaround: [Offline Mode](https://huggingface.co/docs/transformers/v4.28.1/en/installation#offline-mode) 

In case anybody stumbles over this issue: Works for me in my run configuration of the IDE.