Log a warning in `TransfoXLTokenizer.__init__` (#27721)

* log

* log

---------
Co-authored-by: ydshieh <ydshieh@users.noreply.github.com>

src/transformers/models/deprecated/transfo_xl/tokenization_transfo_xl.py

@@ -181,6 +181,12 @@ class TransfoXLTokenizer(PreTrainedTokenizer):
         language="en",
         **kwargs,
     ):
+        logger.error(
+            "`TransfoXL` was deprecated due to security issues linked to `pickle.load` in `TransfoXLTokenizer`. "
+            "See more details on this model's documentation page: "
+            "`https://github.com/huggingface/transformers/blob/main/docs/source/en/model_doc/transfo-xl.md`."
+        )
+
         requires_backends(self, "sacremoses")
         if special is None:
             special = []