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[FEA]fastica #6114

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@mahsalotfollahi

Description

@mahsalotfollahi

Is your feature request related to a problem? Please describe.
I have a customer working on molecular dynamics who needs FastICA on GPU, as it currently takes 4 days to run on CPU using sklearn.decomposition.fastica

Describe the solution you'd like
support FastICA on GPU

Describe alternatives you've considered
PCA has been tried but doesn't work in their case as they need higher-order decomposition method

Additional context
I can connect you to the team for more details on the project

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