Improve HF download speed (Lightning-AI#1899)

litgpt/scripts/download.py

@@ -3,6 +3,7 @@
 import os
 from concurrent.futures import ProcessPoolExecutor
 from contextlib import contextmanager
+import importlib.util
 from pathlib import Path
 from typing import List, Optional, Tuple
 
@@ -56,6 +57,8 @@ def download_from_hub(
         return
 
     from huggingface_hub import snapshot_download
+    if importlib.util.find_spec("hf_transfer") is None:
+        print("It is recommended to install hf_transfer for faster checkpoint download speeds: `pip install hf_transfer`")
 
     download_files = ["tokenizer*", "generation_config.json", "config.json"]
     if not tokenizer_only: