Yes. The EB-5 investor visa program ignores your location, or domicile, at the time of your application. There are two possibilities. If you are lawfully in a third country (not your home state or the USA) then you may apply via the US Embassy in that country. If you do not have lawful status in that country (because your visa has expired, for example), then you may apply from that country, but you would have to return to your home country for consular processing.