Provide better exception message when one of many files results in an exception
Hi!

Thank you for reporting this issue. I agree that the information about the exception should be more clear and explicit.

I could take on this issue.

On the meantime, as you can see from the exception stack trace, HF Datasets uses pandas to read the CSV files. You can pass arguments to `pandas.read_csv` by passing additional keyword arguments to `load_dataset`. For example, you may find useful this argument:
- `error_bad_lines` : bool, default True
  Lines with too many fields (e.g. a csv line with too many commas) will by default cause an exception to be raised, and no DataFrame will be returned. If False, then these “bad lines” will be dropped from the DataFrame that is returned.

You could try:
```python
datasets = load_dataset("csv", data_files=dict(train=train_files, validation=validation_files), error_bad_lines=False)
```

I find when I process many files, i.e.

```
train_files = glob.glob('rain*.csv')
validation_files = glob.glob(validation*.csv')
datasets = load_dataset("csv", data_files=dict(train=train_files, validation=validation_files))
```

I sometimes encounter an error due to one of the files being misformed (i.e. no data, or a comma in a field that isn't quoted, etc).

For example, this is the tail of an exception which I suspect is due to a stray comma.

>   File "pandas/_libs/parsers.pyx", line 756, in pandas._libs.parsers.TextReader.read
>   File "pandas/_libs/parsers.pyx", line 783, in pandas._libs.parsers.TextReader._read_low_memory
>   File "pandas/_libs/parsers.pyx", line 827, in pandas._libs.parsers.TextReader._read_rows
>   File "pandas/_libs/parsers.pyx", line 814, in pandas._libs.parsers.TextReader._tokenize_rows
>   File "pandas/_libs/parsers.pyx", line 1951, in pandas._libs.parsers.raise_parser_error
> pandas.errors.ParserError: Error tokenizing data. C error: Expected 2 fields in line 559, saw 3

It would be nice if the exception trace contained the name of the file being processed (I have 250 separate files!)