Wich GPU-card to make deep learning with a MacBook Pro?
I also have a Macbook and I do data science on it. I looked at this same issue about  1 year ago and it's very possible that the landscape has changed since then. 

But, at that time, I came to the conclusion that my best and most cost-effective options were to either (1) get a notebook with a GPU (of which there are many now due to the popularity of e-sports) or (2) get some space on AWS and their GPU servers. I really couldn't find an "enhanced Mac" option that would be as quick or work with as many tools as the above 2 options can offer you. 

FYI - on the surface, the AWS option may seem expensive. But if you write your code locally and test on smaller samples and then only move that code to AWS when you need to do the deep learning phases (and only keep the AWS server running for those minutes) it can be a surprisingly affordable way to go.