They stated at the analyst day that they will support TensorFlow, Theano, Caffee etc. And will release something called MiOpen.

They also stated this last year:

> On top of ROCm, deep-learning developers will soon have the opportunity to use a new open-source library of deep learning functions called MIOpen that AMD intends to release in the first quarter of next year. This library offers a range of functions pre-optimized for execution on Radeon Instinct cards, like convolution, pooling, activation, normalization, and tensor operations

http://techreport.com/review/31093/amd-opens-up-machine-lear...