Fix race condition in creating directory (#3696)

Co-authored-by: Quan (Andy) Gan <coin2028@hotmail.com>

python/dgl/backend/set_default_backend.py

@@ -3,8 +3,8 @@ import os
 import json
 
 def set_default_backend(default_dir, backend_name):
-    if not os.path.exists(default_dir):
-        os.makedirs(default_dir)
+    # the exists_ok requires python >= 3.2
+    os.makedirs(default_dir, exists_ok=True)
     config_path = os.path.join(default_dir, 'config.json')
     with open(config_path, "w") as config_file: 
         json.dump({'backend': backend_name.lower()}, config_file)