cannot shuffle dataset loaded from disk

## Describe the bug
dataset loaded from disk cannot be shuffled.

## Steps to reproduce the bug
```
my_dataset = load_from_disk('s3://my_file/validate', fs=s3)
sample = my_dataset.select(range(100)).shuffle(seed=1234)
```

## Actual results
```
sample = my_dataset .select(range(100)).shuffle(seed=1234)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 185, in wrapper
out: Union["Dataset", "DatasetDict"] = func(self, *args, **kwargs)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/fingerprint.py", line 398, in wrapper
out = func(self, *args, **kwargs)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 2494, in shuffle
new_fingerprint=new_fingerprint,
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 185, in wrapper
out: Union["Dataset", "DatasetDict"] = func(self, *args, **kwargs)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/fingerprint.py", line 398, in wrapper
out = func(self, *args, **kwargs)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/site-packages/datasets/arrow_dataset.py", line 2303, in select
tmp_file = tempfile.NamedTemporaryFile("wb", dir=os.path.dirname(indices_cache_file_name), delete=False)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/tempfile.py", line 547, in NamedTemporaryFile
(fd, name) = _mkstemp_inner(dir, prefix, suffix, flags, output_type)
File "/home/ubuntu/anaconda3/envs/pytorch_p37/lib/python3.7/tempfile.py", line 258, in _mkstemp_inner
fd = _os.open(file, flags, 0o600)
FileNotFoundError: [Errno 2] No such file or directory: '/tmp/tmpnnu5uhnx/my_file/validate/tmpy76d70g4'
```
## Environment info

- `datasets` version: 1.12.1

- Python version: 3.7
- PyArrow version: 5.0.0