Failed to execute the component roc and confusion_matrix in TFX sample for local mode

[jinchihe]

Updated TFX sample to run pipeline end to end case locally, associated PV/PVC for date storage, instead of cloud storage. The process is almost finished but the roc and confusion_matrix component failed.

Logs are as following:

# kubectl logs tfx-taxi-cab-classification-pipeline-example-gxlkl-3361941409 -n kubeflow -c main
Traceback (most recent call last):
  File "/ml/roc.py", line 102, in <module>
    main()
  File "/ml/roc.py", line 74, in main
    df_roc.to_csv(f, columns=['fpr', 'tpr', 'thresholds'], header=False, index=False)
  File "/usr/local/lib/python2.7/dist-packages/pandas/core/frame.py", line 1344, in to_csv
    formatter.save()
  File "/usr/local/lib/python2.7/dist-packages/pandas/formats/format.py", line 1551, in save
    self._save()
  File "/usr/local/lib/python2.7/dist-packages/pandas/formats/format.py", line 1652, in _save
    self._save_chunk(start_i, end_i)
  File "/usr/local/lib/python2.7/dist-packages/pandas/formats/format.py", line 1678, in _save_chunk
    lib.write_csv_rows(self.data, ix, self.nlevels, self.cols, self.writer)
  File "pandas/lib.pyx", line 1075, in pandas.lib.write_csv_rows (pandas/lib.c:19767)
  File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/lib/io/file_io.py", line 102, in write
    self._prewrite_check()
  File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/lib/io/file_io.py", line 88, in _prewrite_check
    compat.as_bytes(self.__name), compat.as_bytes(self.__mode), status)
  File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/framework/errors_impl.py", line 473, in __exit__
    c_api.TF_GetCode(self.status.status))
**tensorflow.python.framework.errors_impl.NotFoundError: /output/tfx-taxi-cab-classification-pipeline-example-gxlkl/roc/roc.csv; No such file or directory**

Seems that's caused by the nonexistent directory. Seems the path need to be created if the path does not exist.

[jinchihe]

Checked the related code, seems the directory is not created for local case, I am going to create a PR to enhance this, thanks.