some issue in loading local txt file as Dataset for run_mlm.py
![image](https://user-images.githubusercontent.com/14968123/115773877-18cef300-a3c6-11eb-8e58-a9cbfd1001ec.png)

first of all, I tried to load 3 .txt files as a dataset (sure that the directory and permission is OK.), I face with the below error.

> FileNotFoundError: [Errno 2] No such file or directory: 'c'

by removing one of the training .txt files It's fixed and although if I put all file as training it's ok
![image](https://user-images.githubusercontent.com/14968123/115774207-867b1f00-a3c6-11eb-953b-905cfb112d25.png)
![image](https://user-images.githubusercontent.com/14968123/115774264-9b57b280-a3c6-11eb-9f36-7b109f0e5a31.png)


after this, my question is how could I use this defined Dataset for run_mlm.py for from scratch pretraining.
by using  --train_file path_to_train_file just can use one .txt , .csv or, .json file. I tried to set my defined Dataset as --dataset_name but the below issue occurs.


> Traceback (most recent call last):
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 336, in prepare_module
    local_path = cached_path(file_path, download_config=download_config)
  File "/usr/local/lib/python3.7/dist-packages/datasets/utils/file_utils.py", line 291, in cached_path
    use_auth_token=download_config.use_auth_token,
  File "/usr/local/lib/python3.7/dist-packages/datasets/utils/file_utils.py", line 621, in get_from_cache
    raise FileNotFoundError("Couldn't find file at {}".format(url))
FileNotFoundError: Couldn't find file at https://raw.githubusercontent.com/huggingface/datasets/master/datasets/dataset/dataset.py

> During handling of the above exception, another exception occurred:

> Traceback (most recent call last):
  File "run_mlm.py", line 486, in <module>
    main()
  File "run_mlm.py", line 242, in main
    datasets = load_dataset(data_args.dataset_name, data_args.dataset_config_name, cache_dir=model_args.cache_dir)
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 719, in load_dataset
    use_auth_token=use_auth_token,
  File "/usr/local/lib/python3.7/dist-packages/datasets/load.py", line 347, in prepare_module
    combined_path, github_file_path
FileNotFoundError: Couldn't find file locally at dataset/dataset.py, or remotely at https://raw.githubusercontent.com/huggingface/datasets/1.6.0/datasets/dataset/dataset.py.
The file is also not present on the master branch on github.

_I tried to load 3 .txt files as a dataset_ - bad idea, try to merge them in one, then let's see what you'll get (which error message or result).<|||||>Try this one:
```
from pathlib import Path
paths = [str(x) for x in Path(".").glob("**/*.txt")]
```

P.S. Next time just copy-paste code, don't screen it<|||||>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.