[BUGFIX] Fix deprecation warnings due to invalid escape sequences.

[tirkarthi]

Description

Fixes #1218

Checklist

Essentials

• PR's title starts with a category (e.g. [BUGFIX], [MODEL], [TUTORIAL], [FEATURE], [DOC], etc)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage
• Code is well-documented

Changes

• Feature1, tests, (and when applicable, API doc)
• Feature2, tests, (and when applicable, API doc)

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

cc @dmlc/gluon-nlp-team

[mli]

Job PR-1219/1 is complete.
Docs are uploaded to http://gluon-nlp-staging.s3-accelerate.dualstack.amazonaws.com/PR-1219/1/index.html

[codecov]

Codecov Report

Merging #1219 into v0.9.x will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           v0.9.x    #1219   +/-   ##
=======================================
  Coverage   88.51%   88.51%           
=======================================
  Files          72       72           
  Lines        6977     6977           
=======================================
  Hits         6176     6176           
  Misses        801      801           

[leezu]

@tirkarthi would you like to commit PR to the master (development) branch as well?