Params: better error logging on constructor (#29954)

* ensure params path

* static anlysis

* revert that
old-commit-hash: 8aad9758cf

common/params.cc

@@ -64,7 +64,7 @@ bool create_params_path(const std::string &param_path, const std::string &key_pa
 std::string ensure_params_path(const std::string &prefix, const std::string &path = {}) {
   std::string params_path = path.empty() ? Path::params() : path;
   if (!create_params_path(params_path, params_path + prefix)) {
-    throw std::runtime_error(util::string_format("Failed to ensure params path, errno=%d", errno));
+    throw std::runtime_error(util::string_format("Failed to ensure params path, errno=%d, path=%s", errno, params_path.c_str()));
   }
   return params_path;
 }

common/params_pyx.pyx

@@ -14,7 +14,7 @@ cdef extern from "common/params.h":
     ALL
 
   cdef cppclass c_Params "Params":
-    c_Params(string) nogil
+    c_Params(string) nogil except +
     string get(string, bool) nogil
     bool getBool(string, bool) nogil
     int remove(string) nogil