Hi !
You can save them all as a dataset dictionary:
from datasets import DatasetDict, load_from_disk
dataset = DatasetDict({
"train": train_dataset,
"validation": validation_dataset,
"test": test_dataset,
})
dataset.save_to_disk("path/to/dataset/dir")
# reload
dataset = load_from_disk("path/to/dataset/dir")
# access any split
train_dataset = dataset["train"]
This is especially useful to save several splits of a dataset together.