Add `transform` keyword to dataset constructors to store a transformation

[CarloLucibello]

Both HuggingFace and torchvision's datasets can store a transformation that is applied on the fly when indexing a dataset. I think this is generally very convenient and we should add it to every dataset.

[lorenzoh]

I feel it may be cleaner to tell users to use mapobs and give some examples. AFAICT there would be no functional difference, right?

[CarloLucibello]

Yes maybe there is no advantage over a mapobs. I'll keep the issue open until we add some examples in the docs.

[CarloLucibello]

The recently introduced TorchData could be a source of inspiration https://pytorch.org/data/beta/index.html