Okay, it might be not the appropriate place to write this but here’s what happened.
I called a friend and he advised me to run some gpu benchmarks also he advised me to check if the video card did not move out of the PCI slot, he said that it happened sometimes to him, so I disassembled the computer and check , all was ok, I assembled it and started the training argain: all was ok – the program did not crash but the sound continued. After sometime I noticed that the GPU fan was off (the card is water cooled), I forgot to wire the cooler back  ,  I immediately turned the machine off, plugged the gpu fan and switched it on again, I did not check the temperature but it felt really hot in there.
Now the beeping sound is gone, all is warking,  knock on wood three times.
Thanks for you time @SimonW and @ngimel , hope it will not happen again