allow remote data paths (#1278)

* allow remote data paths

* add docs about public url

* only allow https

* better docs

* better docs

README.md

@@ -468,6 +468,14 @@ See [examples](examples) for quick start. It is recommended to duplicate and mod
   dataset:
     - path: s3://path_to_ds # Accepts folder with arrow/parquet or file path like above. Supports s3, gcs.
       ...
+
+  # Loading Data From a Public URL
+  # - URLs must use HTTPS protocol for security reasons, not HTTP.
+  # - The URL should be a direct link to the file you wish to load.
+  # - The file format is `json` (which includes `jsonl`) by default. For different formats, adjust the `ds_type` option accordingly.
+  dataset:
+    - path: https://some.url.com/yourdata.jsonl # Accepts folder with arrow/parquet or file path like above. Supports s3, gcs.
+      ds_type: json # this is the default, see other options below.
   ```
 
 - loading