Cached data not checked for integrity
### Who can help

@julien-c @sgugger 

## To reproduce

Steps to reproduce the behavior:

1. Mutate a cache file or cut the internet while downloading
2. Load the data e.g. via a pipeline
3. Either the incorrect data loads fine, or an unhelpful error is thrown

## Expected behavior

The files are hashed in git and delivered via https with the hash included.  It would be good for the cache system to verify this hash and report corruption to help the user, especially if a model fails to load.  It would be great if the hash system were a little integrated with git so that git signatures of the hashes could be checked some day.  Alternatively/additionally certificate pinning could be used in the library to help protect the user.

Users should be informed when using the library, that it does not authenticate the models when they are loaded, and that it is easy for a malicious party to alter them undetected.

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.