Oh ! I had transformers 3.3.1 installed. I upgraded to 4.2.1. now it has a different error though
404 Client Error: Not Found for url: https://huggingface.co/nielsr/tapas-base- 
finetuned-wtq/resolve/main/config.json

I tried with a different model and with the following script
from transformers import AutoTokenizer, AutoModelForTableQuestionAnswering

tokenizer = AutoTokenizer.from_pretrained("nielsr/tapas-base-finetuned-sqa")

model = AutoModelForTableQuestionAnswering.from_pretrained("nielsr/tapas-base- 
finetuned-sqa")

I get the following error
ImportError: 
TapasModel requires the torch-scatter library but it was not found in your 
environment. You can install it with pip as
explained here: https://github.com/rusty1s/pytorch_scatter.

I tried pip installing from that location but I get a different error
error: Microsoft Visual C++ 14.0 or greater is required. Get it with "Microsoft C++ 
Build Tools": https://visualstudio.microsoft.com/visual-cpp-build-tools/

I already have Visual C++ 14.x in my machine. I guess now it has to do with my machine.
Thank you, I will keep trying.