Auto create dir when merging FSDP weights

[helloworld1]

What does this PR do?

If the merge save_dir does not exist, the accelerate merge-weight will crash after a long time (Weights already merged in memory)

$ accelerate merge-weights checkpoint-2000/pytorch_model_fsdp_0/ checkpoint-2000-merged-weight
Traceback (most recent call last):
  File "/home/jobuser/.local/bin/accelerate", line 8, in <module>
    sys.exit(main())
  File "/home/jobuser/.local/lib/python3.10/site-packages/accelerate/commands/accelerate_cli.py", line 48, in main
    args.func(args)
  File "/home/jobuser/.local/lib/python3.10/site-packages/accelerate/commands/merge.py", line 27, in merge_command
    merge_fsdp_weights(
  File "/home/jobuser/.local/lib/python3.10/site-packages/accelerate/utils/fsdp_utils.py", line 270, in merge_fsdp_weights
    save_path = _distributed_checkpoint_to_merged_weights(checkpoint_dir, output_path, safe_serialization)
  File "/home/jobuser/.local/lib/python3.10/site-packages/accelerate/utils/fsdp_utils.py", line 237, in _distributed_checkpoint_to_merged_weights
    save(state_dict, save_path, safe_serialization=safe_serialization)
  File "/home/jobuser/.local/lib/python3.10/site-packages/accelerate/utils/other.py", line 205, in save
    save_func(obj, f)
  File "/home/jobuser/.local/lib/python3.10/site-packages/torch/serialization.py", line 627, in save
    with _open_zipfile_writer(f) as opened_zipfile:
  File "/home/jobuser/.local/lib/python3.10/site-packages/torch/serialization.py", line 501, in _open_zipfile_writer
    return container(name_or_buffer)
  File "/home/jobuser/.local/lib/python3.10/site-packages/torch/serialization.py", line 472, in __init__
    super().__init__(torch._C.PyTorchFileWriter(self.name))
RuntimeError: Parent directory checkpoint-2000-merged-weight does not exist.

This PR automatically create the dir if it does not exist

Fixes # (issue)

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Who can review?

@muellerzr

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[muellerzr]

Thanks for the fix!

[HuggingFaceDocBuilderDev]

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