[Mashiro]

What @ikk157 has mentioned in their post above is very much possible and does work. I do however NOT recommend to do this. It can easily break during updates. I did the exact same with a different Linux distribution and a USB 3.0 SSD instead of a USB thumb drive. During a normal update something bascially disconnected and reconnected the SSD on that the OS has been running... it killed the update and the whole OS froze up. After the SSD was reconnected nothing improved. I had to hard shutdown the computer and after booting up again the installation was damaged.

Only god knows why and how the OS decided to kick out the disk on that it is running during a OS update. I doubt it was doing USB 3.0 driver updates or something siimilar. Those drivers are included in the kernel for ages now and work very well.

If you plan to do this: BE CAREFUL!

Depending on the installation routine you can format the USB thumb drive properly in the installer to create necessary partitions like /boot, swap and / (root). If not then I would suggest to load up gparted and create the partitions yourself to select them in the installer later.