fix: create the rollout output directory before the first write

[ananthsub]

Fixes #2217

Problem

gym eval run --no-serve --output results/mcqa_rollouts.jsonl — the quickstart command in the README — raises FileNotFoundError when results/ does not exist yet:

File "nemo_gym/rollout_collection.py", line 508, in run_from_config
    with config.materialized_jsonl_fpath.open("wb") as f:
FileNotFoundError: [Errno 2] No such file or directory: 'results/mcqa_rollouts_materialized_inputs.jsonl'

The mkdir was already present in run_from_config, but it is called too late. It ran at the top of the dispatch section, while the first thing the run writes is the materialized inputs.

Fix

Move output_fpath.parent.mkdir(parents=True, exist_ok=True) to the top of run_from_config, above both the resume and fresh branches.

The issue suggested adding a mkdir at each of the four output paths. One is enough: all four derive from output_fpath and keep its parent: materialized inputs and aggregate metrics via with_stem, the failures sidecar via with_name, rollouts is the path itself.

Resume semantics are unchanged: creating an empty directory does not make output_fpath.exists() or materialized_jsonl_fpath.exists() true, so resume eligibility is decided the same way as before.

Why this only showed up on the PyPI install path

Two things were hiding it:

• Without --no-serve, gym eval run dispatches to e2e_rollout_collection, which sets output_dirpath = <output parent>/preprocessed_datasets and lets TrainDataProcessor create it, incidentally creating the output parent. Only the --no-serve path goes straight to collect_rollouts.
• The repo tracks a results/.gitignore placeholder, so results/ exists in a git clone. A PyPI install running from an arbitrary cwd has no such directory.

Scope

This was the only affected entry point. The others already create their output parent first, so this brings rollout collection in line with the existing convention:

• gym eval reverify — rollout_reverification.py, in _prepare_output_fpaths
• gym eval aggregate — rollout_collection.py, in RolloutAggregationHelper.run_from_config
• gym dataset render — prompt.py, in materialize_prompts
• gym eval profile — writes next to an input rollouts file that must already exist

Testing

Added test_run_from_config_creates_missing_output_dir, parametrized over resume_from_cache, writing to a two-level-deep missing directory and asserting all four artifacts land there. Both parametrizations fail on main and pass with this change.

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