MIOpen: AMD's Machine Intelligence Library
github.com
github.com
edit: I just keep wondering why AMD doesn't put money into developing an OpenCL version of CUDA/CuDNN
You might have the same reservations about buying AMD.
They aren't close to threatening NVIDIAs hold over GPU accelerated ML/Compute market just yet.
http://www.marketwatch.com/story/almost-no-one-can-beat-the-...
(Note that this article mentions multiple slightly different studies, so if you are the kind of person who is going to glance at one paragraph and then scoff in annoyance that it doesn't sound like quite the same statistic, I recommend you keep reading. You can start to quibble at the end ;P.)