Added option to use multiple workers to create training data
Added a command line argument to allow using a multiprocessing pool to generate training data for all the epochs at once. 

The shelve object isn't pickleable, so it can't be used with the Pool
# [Codecov](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=h1) Report
> Merging [#733](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/commit/98dc30b21e3df6528d0dd17f0910ffea12bc0f33?src=pr&el=desc) will **increase** coverage by `0.05%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master     #733      +/-   ##
==========================================
+ Coverage   62.22%   62.27%   +0.05%     
==========================================
  Files          18       18              
  Lines        3979     3979              
==========================================
+ Hits         2476     2478       +2     
+ Misses       1503     1501       -2
```


| [Impacted Files](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pytorch\_pretrained\_bert/tokenization\_gpt2.py](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733/diff?src=pr&el=tree#diff-cHl0b3JjaF9wcmV0cmFpbmVkX2JlcnQvdG9rZW5pemF0aW9uX2dwdDIucHk=) | `83.51% <0%> (+1.06%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=footer). Last update [98dc30b...08ff056](https://codecov.io/gh/huggingface/pytorch-pretrained-BERT/pull/733?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
<|||||>Nice, thanks!