Maybe, at the moment the only gpu vendor supporting external gpu its... AMD, and actually Intel cross licensed some of its patent portfolio on this reason (both allowing Thunderbolt on amd chipsets and getting access to some tech required to connect to the external gpu).I think there is a reason why there may be development of CUDA 8 compatible applications for OSX.
External GPUs.
Would be interesting having a external gpu doing the dirty work that don't require a mac pro.