Support webdataset format
I like the idea of having `webdataset` as an optional dependency to ensure our loader generates web datasets the same way as the main project. Webdataset is the one of the most popular dataset formats for large scale computer vision tasks. Upvote for this issue.  Any updates on this? We haven't had the bandwidth to implement it so far, but if someone wants to give it a shot please don't hesitate ^^ Done in #6391 
Webdataset is an efficient format for iterable datasets. It would be nice to support it in `datasets`, as discussed in https://github.com/rom1504/img2dataset/issues/234.

In particular it would be awesome to be able to load one using `load_dataset` in streaming mode (either from a local directory, or from a dataset on the Hugging Face Hub). Some datasets on the Hub are already in webdataset format.

It terms of implementation, we can have something similar to the Parquet loader.
I also think it's fine to have webdataset as an optional dependency.