Using disk for memory with the method `from_dict`
This issue was also causing an OOM in @nateraw 's workflow and shows again that behavior is confusing - we should definitely switch to using the disk IMO
**Is your feature request related to a problem? Please describe.**
I start with an empty dataset. In a loop, at each iteration, I create a new dataset with the method `from_dict` (based on some data I load) and I concatenate this new dataset with the one at the previous iteration. After some iterations, I have an OOM error.

**Describe the solution you'd like**
The method `from_dict` loads the data in RAM. It could be good to add an option to use the disk instead.

**Describe alternatives you've considered**
To solve the problem, I have to do an intermediate step where I save the new datasets at each iteration with `save_to_disk`. Once it's done, I open them all and concatenate them.
