Can a laptop with a AMD or Intel CPU, an AMD GPU and a Thunderbolt port connect to an external GPGPU box with a NVidia card?
The code to run on the external GPU could be either OpenCL or CUDA based.
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According to this Wikipedia article, the external GPU will be connected by carrying the PCIe bus signals over a Thunderbolt connection, at the speed of upto PCIe x4 rather than x16. Now, for many general-purpose computing applications, the PCIe bandwidth is already a bottleneck at x16 (16 GB/sec theoretical, 12 GB/sec actual), so reducing that by a factor of 4 would be terrible. If, however, you have a lot of computation to do on every piece of data, this should be possible. (I'm not being definitive since I haven't tried this myself).
It's likely, however, that the whole exercise is not worth it, and you should just get a small-form-factor PC which fits a full size GPU (here are a few of them, in a roundup from April 2017).