Allow downloading just some columns of a dataset

**Is your feature request related to a problem? Please describe.**
Some people are interested in doing label analysis of a CV dataset without downloading all the images. Downloading the whole dataset does not always makes sense for this kind of use case

**Describe the solution you'd like**
Be able to just download some columns of a dataset, such as doing
```python
load_dataset("huggan/wikiart",columns=["artist", "genre"])
```

Although this might make things a bit complicated in terms of local caching of datasets.