

TITLE
RagRetriever.from_pretrained doesn't get another cache_dir. 

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## Environment info
<!-- You can run the command `transformers-cli env` and copy-and-paste its output below.
     Don't forget to fill out the missing fields in that output! -->
     
- `transformers` version: 3.3.1
- Platform: Linux-4.19
- Python version: 3.7.7
- PyTorch version (GPU?): 1.6.0
- Tensorflow version (GPU?): No
- Using GPU in script?: Yes
- Using distributed or parallel set-up in script?: No

### Who can help
@VictorSanh

## Information

Model I am using RAG:

The problem arises when using:
* [x] the official example scripts: (give details below)


## To reproduce

Steps to reproduce the behavior:

1. Open notebook 
2. Run the example code changing the 'TRANSFORMERS_CACHE' path to place the dataset in another place than the default one

```
import os
os.environ['TRANSFORMERS_CACHE'] = '/workspace/notebooks/POCs/cache'

from transformers import RagTokenizer, RagRetriever, RagTokenForGeneration

tokenizer = RagTokenizer.from_pretrained("facebook/rag-token-nq") # Here the data is placed in the expected path /workspace...

retriever = RagRetriever.from_pretrained("facebook/rag-token-nq", index_name="exact", use_dummy_dataset=False) # The dataset is placed in the default place /root/.cache/huggingface/datasets/wiki_dpr/psgs_w100.nq.no_index/0.0.0/
```


## Expected behavior
`RagRetriever.from_pretrained("facebook/rag-token-nq", index_name="exact", use_dummy_dataset=False)` should place the data in the expected patch  '/workspace/notebooks/POCs/cache'

I tried with as well with: ` retriever = RagRetriever.from_pretrained("facebook/rag-token-nq", index_name="exact", chache_dir='/workspace/notebooks/POCs/cache' use_dummy_dataset=False)` but it doesn't work neither. 

