[CI] Update GitHub actions CI linux oneAPI dependencies to reference …

…oneDAL's (#2140)

* Update install_dpcpp.sh

* Update ci.yml

* Update install_dpcpp.sh

.github/workflows/ci.yml

@@ -49,8 +49,13 @@ jobs:
     timeout-minutes: 120
 
     steps:
-      - name: Checkout
+      - name: Checkout Scikit-learn-intelex
         uses: actions/checkout@v4
+      - name: Checkout oneDAL
+        uses: actions/checkout@v4
+        with:
+          repository: oneapi-src/oneDAL
+          path: oneDAL
       - name: Install Python
         uses: actions/setup-python@v5
         with:
@@ -85,7 +90,9 @@ jobs:
       - name: apt-get
         run: sudo apt-get update && sudo apt-get install -y clang-format
       - name: dpcpp installation
-        run: bash .ci/scripts/install_dpcpp.sh
+        run: |
+          # This CI system yields oneAPI dependencies from the oneDAL repository
+          bash ./oneDAL/.ci/env/apt.sh dpcpp
       - name: describe system
         run: bash .ci/scripts/describe_system.sh
       - name: Install develop requirements
@@ -142,7 +149,7 @@ jobs:
     timeout-minutes: 120
 
     steps:
-      - name: Checkout
+      - name: Checkout Scikit-learn-intelex
         uses: actions/checkout@v4
       - name: Install Python
         uses: actions/setup-python@v5