OpenCL is not well supported. I prefer to bring good news rather than bad news but in this case you are better off training on CPU or getting an NVIDIA based card, e.g. GTX 1080 or even a 1070. The 980s are also useful but they are often priced similar to newer cards and only have 4GB of memory. With the new relationship between Baidu and AMD there might be hope for better support but I would suspect that would start with the latest generation of cards and might be months maybe even a year away.
For perspective. NVIDIA owns CUDA and cuDNN and they often contribute the key the integration to TensorFlow and do a large amount of performance testing. Intel owns the MKL-DNN integration with TensorFlow. In a long way, what I am saying is that the TensorFlow core team would help (and does) with hardware implementations but does not actively build the integrations in most cases.
If you decided to do some CPU based training or "playing" check out my
CPU guide so you get the best performance possible from your CPU. Compling from source for your CPU could increase throughput by 4x+.