`.select`: unexpected behavior with `indices`
COLLABORATOR
Hi! Currently, we compute the final index as `index % len(dset)`. I agree this behavior is somewhat unexpected and that it would be more appropriate to raise an error instead (this is what `df.iloc` in Pandas does, for instance).

@albertvillanova @lhoestq wdyt?
2022-02-11T17:35:17Z
https://github.com/huggingface/datasets/issues/3707#issuecomment-1036449517
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2022-02-11T17:36:07Z
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I agree. I think `index % len(dset)` was used to support negative indices.

I think this needs to be fixed in `datasets.formatting.formatting._check_valid_index_key` if I'm not mistaken
2022-02-11T20:53:53Z
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## Describe the bug
The `.select` method will not throw when sending `indices` bigger than the dataset length; `indices` will be wrapped instead. This behavior is not documented anywhere, and is not intuitive. 

## Steps to reproduce the bug
```python
from datasets import Dataset
ds = Dataset.from_dict({"text": ["d", "e", "f"], "label": [4, 5, 6]})
res1 = ds.select([1, 2, 3])['text']
res2 = ds.select([1000])['text']
```

## Expected results
Both results should throw an `Error`.

## Actual results
`res1` will give `['e', 'f', 'd']`
`res2` will give `['e']`

## Environment info
Bug found from this environment:
- `datasets` version: 1.16.1
- Platform: macOS-10.16-x86_64-i386-64bit
- Python version: 3.8.7
- PyArrow version: 6.0.1

It was also replicated on `master`.
