Scientific Papers only downloading Pubmed
Hi so there are indeed two configurations in the datasets as you can see [here](https://github.com/huggingface/nlp/blob/master/datasets/scientific_papers/scientific_papers.py#L81-L82).

You can load either one with:
```python
dataset = nlp.load_dataset('scientific_papers', 'pubmed')
dataset = nlp.load_dataset('scientific_papers', 'arxiv')
```

This issues is actually related to a similar user-experience issue with GLUE. When several configurations are available and the first configuration is loaded by default (see issue #152 and #130), it seems to be unexpected for users.

I think we should maybe raise a (very explicit) error when there are several configurations available and the user doesn't specify one.

What do you think @lhoestq @patrickvonplaten @mariamabarham ? Yes, it looks like the right thing to do  Now if you don't specify which part you want, it raises an error:
```
ValueError: Config name is missing.
Please pick one among the available configs: ['pubmed', 'arxiv']
Example of usage:
	`load_dataset('scientific_papers', 'pubmed')`
```
Hi!

I have been playing around with this module, and I am a bit confused about the `scientific_papers` dataset. I thought that it would download two separate datasets, arxiv and pubmed. But when I run the following:

```
dataset = nlp.load_dataset('scientific_papers', data_dir='.', cache_dir='.')
Downloading: 100%|████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 5.05k/5.05k [00:00<00:00, 2.66MB/s]
Downloading: 100%|████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 4.90k/4.90k [00:00<00:00, 2.42MB/s]
Downloading and preparing dataset scientific_papers/pubmed (download: 4.20 GiB, generated: 2.33 GiB, total: 6.53 GiB) to ./scientific_papers/pubmed/1.1.1...
Downloading: 3.62GB [00:40, 90.5MB/s]
Downloading: 880MB [00:08, 101MB/s]
Dataset scientific_papers downloaded and prepared to ./scientific_papers/pubmed/1.1.1. Subsequent calls will reuse this data.
```

only a pubmed folder is created. There doesn't seem to be something for arxiv. Are these two datasets merged? Or have I misunderstood something?

Thanks!