create dir for log file name (microsoft#867)

Author: sonichi

flaml/tune/tune.py

@@ -448,6 +448,7 @@ def easy_objective(config):
             logger.addHandler(old_handlers[0])
         if verbose > 0:
             if log_file_name:
+                os.makedirs(os.path.dirname(log_file_name), exist_ok=True)
                 logger.addHandler(logging.FileHandler(log_file_name))
             elif not logger.hasHandlers():
                 # Add the console handler.

test/tune/test_tune.py

@@ -46,8 +46,7 @@ def pca_flaml(config):
         metric="loss",
         mode="min",
         num_samples=5,
-        local_dir="logs",
-        log_file_name="logs/nested.log",
+        log_file_name="logs/create/nested.log",
         verbose=3,
     )
     print(analysis.best_result)