Extending run_language_modeling.py for XLNet
# 🚀 Feature request

The run_language_modeling.py script in examples/language-modeling/ currently works for BERT, RoBERTa, GPT and related models. It would be helpful if it also allowed XLNet. I believe this would involve writing functions to generate `perm_mask`, `target_mapping` and `labels` for the inputs sequences as per the paper and `https://github.com/zihangdai/xlnet/blob/master/data_utils.py`, but I'm not a 100% sure about this.  

## Motivation

I have to adapt XLNet onto a specialized domain (finance) and am yet to find a decent guide or implementation which discusses how to do this. I've decided to do this myself (with the help of this library), and would like to share my code in case others find it useful.

## Your contribution

Since I will be trying to do this anyway, I would like to submit a relevant PR when it is done. I was also hoping to receive guidance or feedback as appropriate by other contributors to ensure correctness and utility.
See also https://github.com/huggingface/transformers/issues/2008<|||||>@shngt can you please share your code for adapting xlnet to the domain specific data ? ( the cli command or the code you used after the merged PR ) 
I was following the latest changes to transformers but I still don't understand how to continue training xlnet on the domain specific data.
thanks <|||||>@shngt @krannnn Are there any updates on this? I'm interested as well (: Thanks! <|||||>@matthiaslmz @krannnn I'm afraid I no longer have the cli command I used to run the example script, but I think it was quite similar to what's given in the docs. Are you facing some specific issue?