[Log Message Improvement] Improve nlp process

[sxjscience]

Description

Tell the users where the models will be saved into.

Checklist

Essentials

• [ ] PR's title starts with a category (e.g. [BUGFIX], [MODEL], [TUTORIAL], [FEATURE], [DOC], etc)
• [ ] Changes are complete (i.e. I finished coding on this PR)
• [ ] All changes have test coverage
• [ ] Code is well-documented

Changes

• [ ] Feature1, tests, (and when applicable, API doc)
• [ ] Feature2, tests, (and when applicable, API doc)

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

cc @dmlc/gluon-nlp-team

[codecov[bot]]

Codecov Report

Merging #1362 into master will increase coverage by 10.83%. The diff coverage is n/a.

@@             Coverage Diff             @@
##           master    #1362       +/-   ##
===========================================
+ Coverage   70.88%   81.71%   +10.83%     
===========================================
  Files         105       52       -53     
  Lines       12499     6898     -5601     
===========================================
- Hits         8860     5637     -3223     
+ Misses       3639     1261     -2378     

Impacted Files	Coverage Δ
src/gluonnlp/models/xlmr.py	58.82% <0.00%> (-29.42%)	:arrow_down:
src/gluonnlp/models/__init__.py	67.74% <0.00%> (-29.04%)	:arrow_down:
src/gluonnlp/models/electra.py	57.89% <0.00%> (-18.56%)	:arrow_down:
src/gluonnlp/models/bart.py	70.62% <0.00%> (-15.63%)	:arrow_down:
src/gluonnlp/utils/config.py	61.53% <0.00%> (-15.39%)	:arrow_down:
src/gluonnlp/models/roberta.py	84.38% <0.00%> (-9.29%)	:arrow_down:
src/gluonnlp/utils/misc.py	51.08% <0.00%> (-8.67%)	:arrow_down:
src/gluonnlp/models/albert.py	87.80% <0.00%> (-7.67%)	:arrow_down:
src/gluonnlp/models/gpt2.py	90.94% <0.00%> (-7.32%)	:arrow_down:
src/gluonnlp/models/bert.py	87.67% <0.00%> (-7.20%)	:arrow_down:
... and 57 more

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