Directly reading parquet files in a s3 bucket from the load_dataset method

[shamanez]

Feature request

Right now, we have to read the get the parquet file to the local storage. So having ability to read given the bucket directly address would be benificial

Motivation

In a production set up, this feature can help us a lot. So we do not need move training datafiles in between storage.

Your contribution

I am willing to help if there's anyway.

[lhoestq]

Hi ! I think is in the scope of this other issue: to #5281