datasets map `cache_file_name` does not work
Unfortunately, I'm unable to reproduce this error. Can you share the reproducer? ```
ds = datasets.Dataset.from_dict(dict(a=[i for i in range(100)]))
ds.map(lambda item: dict(b=item['a'] * 2), cache_file_name="/tmp/whatever-fn") # this worked
ds.map(lambda item: dict(b=item['a'] * 2), cache_file_name="/tmp/whatever-folder/filename") # this failed
ds.map(lambda item: dict(b=item['a'] * 2), cache_file_name="/tmp/whatever-folder/") # this failed


FileNotFoundError: [Errno 2] No such file or directory: '/tmp/whatever-folder/tmp1_izxvoo'
```

It will fail if the filename parents do not exists. If we have `os.makedirs("/tmp/whatever-folder")`, then it worked.

Maybe add the `mkdir -p` into the map function?
### Describe the bug

In the documentation `datasets.Dataset.map` arg `cache_file_name` is said to be a string, but it doesn't work.

### Steps to reproduce the bug

1. pick a dataset
2. write a map function
3. do `ds.map(..., cache_file_name='some_filename')`
4. it crashes

### Expected behavior

It will tell you the filename you specified does not exist or it will generate a new file and tell you the filename does not exist.

### Environment info

- `datasets` version: 2.16.0
- Platform: Linux-5.10.201-168.748.amzn2int.x86_64-x86_64-with-glibc2.26
- Python version: 3.10.13
- `huggingface_hub` version: 0.20.2
- PyArrow version: 14.0.2
- Pandas version: 2.1.4
- `fsspec` version: 2023.12.2