fix: crash when output directory doesn't exist

[HarikrishnanBalagopal]

Description of the change

Fixes crash in #359

Related issue number

#359

How to verify the PR

Run a multi GPU training with a non-existent output dir.

Was the PR tested

• I have added >=1 unit test(s) for every new method I have added.
• I have ensured all unit tests pass

[github-actions]

Thanks for making a pull request! 😃
One of the maintainers will review and advise on the next steps.

[kmehant]

FYA - @anhuong #359 (comment)

[Abhishek-TAMU]

If race condition is already tested as per this, then it looks good to me.

[anhuong]

Abhishek additionally tested this in the image with the accelerate_launch.py script which worked nicely as well