About where to find the *.pickle

[Frodo20]

I successfully ran the sunrgbd_data.py and it finished 10335 times calculation without any bugs, but the problem is that I couldn't find the val_1002.zip.pickle and train_1002_aug5x.zip.pickle on my PC.
Just to be clear, I did not comment the ffollowing code:

utils.save_zipped_pickle([id_list,box2d_list,box3d_list,input_list,label_list,type_list,heading_list,box3d_size_list,frustum_angle_list],output_filename)

Could anyone tell me where is the problem or where to find these two files?