wand module not found when running test_mlm.py

## How to reproduce

```python
python ./tests/transformers/models/electra/test_mlm.py
```

## Environment

- OS : CentOS 7.9
- Python version : 3.9
- Transformers version : 4.21.2
- Whether to use Docker:
- Misc.:

```
python ./tests/transformers/models/electra/test_mlm.py
Traceback (most recent call last):
File "./tests/transformers/models/electra/test_mlm.py", line 8, in
import wandb
ModuleNotFoundError: No module named 'wandb'
```

I'm using an empty box for these tests and wandb is not installed here.
If wandb is a needed library should it be included in the setup.py?