Saving tokenizer vocabulary throws error when passing file name instead of directory.
# 🐛 Bug

## Information

Using transfo-xl-wt103

UnboundLocalError: local variable 'vocab_file' referenced before assignment


## To reproduce

Steps to reproduce the behavior:

```
from transformers import TransfoXLTokenizer, TFTransfoXLLMHeadModel

tokenizer = TransfoXLTokenizer.from_pretrained('transfo-xl-wt103')
tokenizer.save_vocabulary('vocab.txt')
```

## Pull Request

https://github.com/huggingface/transformers/pull/2754


Closed by #2754 