Adjust mkdir for pretrain command

[thomashacker]

Description

This PR adds the parents=True argument to the mkdir command when initializing the directories. It's the same argument configuration as in the train command.

Types of change

Enhancement

Checklist

• I confirm that I have the right to submit this contribution under the project's MIT license.
• I ran the tests, and all new and existing tests passed.
• My changes don't require a change to the documentation, or if they do, I've added all required information.

[svlandeg]

Nice catch! Definitely makes sense and it's more consistent :-)