[CI, enhancement] enable external oneDAL builds in build-and-test-lnx.yml Azure Pipelines

[icfaust]

Description

Try to add ability to externally specify a oneDAL build into this template. This is the beginning of a multi-step process to allow for the use of nightly oneDAL builds.

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[david-cortes-intel]

Question: would this switch all of these jobs to the external builds? I think it'd be quite useful to leave some with the stable release too.

[samir-nasibli]

Very good question and suggestion. Why do we stop using stable version for building and testing?

[icfaust]

It will switch to external builds only if a DALROOT is specified, and example using it is here: oneapi-src/oneDAL#2950 which is the immediate use case. The question remains the same as when GitHub actions CI was introduced, do we eventually want to move toward using versions of oneDAL main branch rather than release branches?

[samir-nasibli]

@icfaust I think it would be good to get @homksei @Alexsandruss @napetrov and @syakov-intel ’s opinions on this.

[icfaust]

@samir-nasibli Just as a note, there is a precedence within the conda-recipe for DPCPPROOT set outside of the conda-recipe: https://github.com/intel/scikit-learn-intelex/blob/main/conda-recipe/build.sh#L38

This work simply continues on that precedent.

Secondly, the core flow using stable versions for building and testing on azure pipelines CI is not changed. Dal-devel and oneapi components are still acquired from conda in azure pipelines.

[samir-nasibli]

Thank you @icfaust for the clarification. For me resolved.

[samir-nasibli]

LGTM. Thank you!
Depending on @david-cortes-intel @ethanglaser @Alexsandruss reviews

[david-cortes-intel]

LGTM.

Just a comment that perhaps once this PR gets merged: #2170
There might be an easier way to avoid these .sh scripts with external builds.