ENH: Enable linear regression on GPU with non-PSD systems

[david-cortes-intel]

Description

As a follow up from oneDAL PR: https://github.com/oneapi-src/oneDAL/pull/2976

Once that PR gets merged, this PR adds support here for the new cases of linear regression on GPU that it enables.

Checks are expected to be failing at the moment as the PR hasn't been merged yet.

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PR should start as a draft, then move to ready for review state after CI is passed and all applicable checkboxes are closed. This approach ensures that reviewers don't spend extra time asking for regular requirements.

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Checklist to comply with before moving PR from draft:

PR completeness and readability

• [x] I have reviewed my changes thoroughly before submitting this pull request.
• [x] I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
• [x] Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• [x] I have added a respective label(s) to PR if I have a permission for that.
• [x] I have resolved any merge conflicts that might occur with the base branch.

Testing

• [x] I have run it locally and tested the changes extensively.
• [x] All CI jobs are green or I have provided justification why they aren't.
• [x] I have extended testing suite if new functionality was introduced in this PR.

Performance

Not applicable.

[icfaust]

@david-cortes-intel Looks good to me, when the other PR is merged, we can rebase this check for green and merge. Just ping me.

[david-cortes-intel]

Now waiting for the oneDAL version bump before this PR can be tested: https://github.com/oneapi-src/oneDAL/pull/2981

[david-cortes-intel]

/intelci: run

[david-cortes-intel]

/intelci: run

[david-cortes-intel]

All CI jobs passing now.