BS_THE_ANALYST
Databricks Partner

@dbuser24 I think this is just an innocent oversight. 

In your code you have the following:
experiment_name = "/Users/<username>/my_ml_experiment"

I'm assuming you were meant to fill this in and reference a directory that you have available in Databricks, or create one for this exercise. That's why the error is saying "RESOURCE_DOES_NOT_EXIST: Parent directory /Users/<username> does not exist" .. it can't find this location. 

All the best,
BS