Github user mateiz commented on the pull request:
https://github.com/apache/spark/pull/1580#issuecomment-50184666
But the point above was that the code that creates this object goes through
DiskBlockManager.getFile, which already creates any non-existent directories.
So I don't think this will be a problem, unless a directory is deleted exactly
in the instant when we return a File and we start writing.
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