Not sure if you're asking about the Parquet path or the Machine_Learning path. I can't help with the latter, but the former is easy to fix.
sudo mkdir /datastore
sudo chown -R www-data:www-data /datastore
Then set the path in Settings -> M.Learning -> Temporary Data Structure Folder
This worked for me - I didn't see it included in the Admin guide, but it was in the workshop documentation from Ignite.
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