GPT2-large for sequence classification default num_labels differs from the default for GPT2-small and GPT2-medium
## 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: 4.5.0
- Platform: Linux-5.4.0-74-generic-x86_64-with-glibc2.29
- Python version: 3.8.5
- PyTorch version (GPU?): 1.8.1+cu102 (True)
- Tensorflow version (GPU?): not installed (NA)
- Using GPU in script?: no
- Using distributed or parallel set-up in script?: no

### Who can help

Models:

- gpt2: @patrickvonplaten, @LysandreJik

## Information

When creating an `AutoModelForSequenceClassification` using `from_pretrained` if you pass in `gpt2` as the model name then you receive a classifier with two targets (`model.config.num_labels` = 2). If you instead pass in `gpt2-large` as the model name then you receive a regressor with one target (`model.config.num_labels` = 1).


Model I am using: GPT-2

The problem arises when using:
* [ ] the official example scripts: (give details below)
* [x] my own modified scripts: (give details below)

The tasks I am working on is:
* [x] an official GLUE/SQUaD task: The Stanford Sentiment Treebank
* [ ] my own task or dataset: (give details below)
(I found this issue when working on sst2 but it is not particularly relevant to the issue).

## To reproduce

Steps to reproduce the behavior:

1. Run this code:

```python
from transformers import AutoModelForSequenceClassification

gpt2_small_features = AutoModelForSequenceClassification.from_pretrained("gpt2").score.out_features
gpt2_large_features = AutoModelForSequenceClassification.from_pretrained("gpt2-large").score.out_features

print([gpt2_small_features, gpt2_large_features])
```

This prints `[2, 1]`.

## Expected behavior

`num_labels` should have a consistent default across different versions of gpt2. The source code for PretrainedConfig suggests that this should be 2.
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.<|||||>https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-large-config.json this still has `_num_labels` of 1 where https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-config.json lacks the entry and so inherits the default value.<|||||>I would argue that you should always manually specify the number of labels that you wish for when loading a pretrained model with no sequence classification head - the `gpt2-large` configuration shouldn't have a default number of labels set to 1, however.<|||||>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.<|||||>https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-large-config.json this still has `_num_labels` of 1 where https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-config.json lacks the entry and so inherits the default value.<|||||>This is fixed for both `gpt2-large` and `gpt2-xl`