oneDAL
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Add GPU rocAucScore
oneDAL contains its own version of ROC AUC score (rocAucScore) which has been implemented for CPU computation in the DAAL side of the codebase. There is a use case for implementing this algorithm for GPUs, where data movement to and from the GPU can be minimized. A GPU version of this code can be implemented in oneDAL, which can then be easily used in sklearnex.