[Bug-fix] Remove extra directory created at checkpoint (#4675)

* [Bug-fix] Remove extra directory created at checkpoint

* removing os import

ml-agents/mlagents/trainers/torch/model_serialization.py

-import os
 import threading
 from mlagents.torch_utils import torch
 
 
         :param output_filepath: file path to output the model (without file suffix)
         """
-        if not os.path.exists(output_filepath):
-            os.makedirs(output_filepath)
-
         onnx_output_path = f"{output_filepath}.onnx"
         logger.info(f"Converting to {onnx_output_path}")