Doc: loading from config alone does not load the model weights

pytorch_transformers/modeling_xlm.py

@@ -416,6 +416,8 @@ XLM_START_DOCSTRING = r"""    The XLM model was proposed in
 
     Parameters:
         config (:class:`~pytorch_transformers.XLMConfig`): Model configuration class with all the parameters of the model.
+            Initializing with a config file does not load the weights associated with the model, only the configuration.
+            Check out the :meth:`~pytorch_transformers.PreTrainedModel.from_pretrained` method to load the model weights.
 """
 
 XLM_INPUTS_DOCSTRING = r"""