Error when downloading a large dataset on slow connection.

I receive the following error after about an hour trying to download the `openwebtext` dataset.

The code used is:
```python
import datasets
datasets.load_dataset("openwebtext")
```

> Traceback (most recent call last): [4/28]
> File "", line 1, in
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/load.py", line 610, in load_dataset
> ignore_verifications=ignore_verifications,
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/builder.py", line 515, in download_and_prepare
> dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/builder.py", line 570, in _download_and_prepare
> split_generators = self._split_generators(dl_manager, **split_generators_kwargs)
> File "/home/lucadiliello/.cache/huggingface/modules/datasets_modules/datasets/openwebtext/5c636399c7155da97c982d0d70ecdce30fbca66a4eb4fc768ad91f8331edac02/openwebtext.py", line 62, in _split_generators
> dl_dir = dl_manager.download_and_extract(_URL)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/utils/download_manager.py", line 254, in download_and_extract
> return self.extract(self.download(url_or_urls))
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/utils/download_manager.py", line 235, in extract
> num_proc=num_proc,
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/utils/py_utils.py", line 225, in map_nested
> return function(data_struct)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/site-packages/datasets/utils/file_utils.py", line 343, in cached_path
> tar_file.extractall(output_path_extracted)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/tarfile.py", line 2000, in extractall
> numeric_owner=numeric_owner)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/tarfile.py", line 2042, in extract
> numeric_owner=numeric_owner)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/tarfile.py", line 2112, in _extract_member
> self.makefile(tarinfo, targetpath)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/tarfile.py", line 2161, in makefile
> copyfileobj(source, target, tarinfo.size, ReadError, bufsize)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/tarfile.py", line 253, in copyfileobj
> buf = src.read(remainder)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/lzma.py", line 200, in read
> return self._buffer.read(size)
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/_compression.py", line 68, in readinto
> data = self.read(len(byte_view))
> File "/home/lucadiliello/anaconda3/envs/nlp/lib/python3.7/_compression.py", line 99, in read
> raise EOFError("Compressed file ended before the "
> EOFError: Compressed file ended before the end-of-stream marker was reached