Environment info

transformers version: 3.3.1
Platform: Ubuntu
Python version:3.6.12
PyTorch version (GPU: yes): 1.6.0
Using GPU in script?: 1 gpu
Using distributed or parallel set-up in script?: no

Who can help

@patrickvonplaten @sgugger

Information

model name: facebook/rag-sequence-base

The problem arises when using the official example scripts: (give details below)
The tasks I am working on is my own task or dataset: (give details below)

To reproduce

1. Make directory at examples/rag/ioannis-data and add train eval and test files in the directory
2. Run transformers/examples/rag/finetune.sh with following changes:
   --data_dir examples/rag/ioannis-data
   --output_dir examples/rag/ioannis-output
   --model_name_or_path facebook/rag-sequence-base

The script terminates with the following error:

datasets.search.MissingIndex: Index with index_name 'embeddings' not initialized yet. Please make sure that you call 'add_faiss_index' or 'add_elasticsearch_index' first.