PyTorch can work in CPU mode as well, it will be (much) slower though.
In general there is very low support for OpenCL in any deep learning frameworks (Tensorflow, Theano, Chainer, Dynet, Mxnet, Caffe…), because Nvidia provided very efficient deep learning primitives. Researchers and library developers built on top of that. AMD/Intel are still playing catchup.
You can find some port of popular frameworks on github, especially by Hugh Perkins 195 but you will probably spend a lot of time compiling from source, patching in upstream updates, etc. And then you will realize that you only have basic layers/loss functions available.