MAINT: Use intersphinx linkage to oneDAL docs (#2717)

* use intersphinx linkage for onedal docs

* typo

Author: david-cortes-intel

doc/sources/about_daal4py.rst

@@ -26,7 +26,7 @@ over the |onedal|. It has been deprecated in favor of the newer ``sklearnex`` mo
 same package, which offers a more idiomatic and higher-level interface for calling accelerated
 routines from the |onedal| in Python.
 
-Internally, ``daal4py`` is a Python wrapper over the `now-deprecated "DAAL" interface <https://uxlfoundation.github.io/oneDAL/index.html#oneapi-vs-daal>`__
+Internally, ``daal4py`` is a Python wrapper over the :ref:`now-deprecated "DAAL" interface <onedal:oneapi_vs_daal>`
 of the |onedal|, while ``sklearnex`` is a module built atop of the "oneAPI" interface, offering
 DPC-based features such as :ref:`GPU support <oneapi_gpu>`.
 

doc/sources/conf.py

@@ -78,6 +78,7 @@
     "dpnp": ("https://intelpython.github.io/dpnp", None),
     "mpi4py": ("https://mpi4py.readthedocs.io/en/stable/", None),
     "xgboost": ("https://xgboost.readthedocs.io/en/stable/", None),
+    "onedal": ("https://uxlfoundation.github.io/oneDAL/", None),
     # from scikit-learn, in case some object in sklearnex points to them:
     # https://github.com/scikit-learn/scikit-learn/blob/main/doc/conf.py
     "python": ("https://docs.python.org/{.major}".format(sys.version_info), None),