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.
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.