Yeah, generally a cloud based approach to training models is better than on your mac. AMD folks have been working on RoCM for some time and it works reasonably well for common models but the AMD GPU HW isn't pervasive like Nvidia GPUs in places like AWS.
If you are looking at using Colab for prototyping, you can also try TPUs which are now supported for PyTorch. Here is the link some additional info including some Colab NBs: https://github.com/pytorch/xla
