Tokenizer not found after conversion from TF checkpoint to PyTorch
## 🐛 Bug

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Model I am using (Bert, XLNet....): GPT2

Language I am using the model on (English, Chinese....): English

The problem arise when using:
* [x] the official example scripts: run_generation.py, convert_tf_checkpoint_to_pytorch.py
* [ ] my own modified scripts: (give details)

The tasks I am working on is:
* [ ] an official GLUE/SQUaD task: (give the name)
* [x] my own task or dataset: Text generation. I finetuned a gpt2 model using Tensorflow and I converted the checkpoint using the `convert_tf_checkpoint_to_pytorch.py` script to PyTorch. Running `run_generation.py` from the examples folder results in an error. It seems like the tokenizer is not loaded from the converted model. (Maybe it is not saved?)

## To Reproduce

Steps to reproduce the behavior:

1. Have a tensorflow checkpoint.
2. Convert it with `python pytorch_transformers gpt2 path/to/checkpoint path/to/save/model`
3. Run `python run_generation.py --model_type gpt2 --model_name_or_path path/to/saved/model --top_p 0.9 --prompt "Hello Huggingface"`

This results in the following error:
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`Traceback (most recent call last):
  File "run_generation.py", line 195, in <module>
    main()
  File "run_generation.py", line 175, in main
    context_tokens = tokenizer.encode(raw_text)
AttributeError: 'NoneType' object has no attribute 'encode'`

## Expected behavior
Text generation like using "gpt2" as `model_name_or_path`.
<!-- A clear and concise description of what you expected to happen. -->

## Environment

* OS: Windows 10
* Python version: 3.7
* PyTorch version: 1.1
* PyTorch Transformers version (or branch): 1.0
* Using GPU ? Yes, but doesn't work with CPU either
* Distributed of parallel setup ? No
* Any other relevant information:

## Additional context
I manged to get it working by substituting the loading of the tokenizer with "gpt2", that way the tokenizer is loaded not from my fine-tuned model, but from the cache of the 117M version. Is the tokenizer actually trained?
Right now I have 3 files in the models folder: `config.json`, `pytorch_model.bin` and `vocab.bpe`. Am I missing a file?
<!-- Add any other context about the problem here. -->
Hi, no the tokenizer is not trained. You can just load the original `gpt2` one.<|||||>Shouldn't the tokenizer then be loaded from `args.model_type` and not `args.model_name_or_path`? Or do they differ from `gpt2` to `gpt2-medium`?<|||||>This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
