eGPUs exist, but plug and play eGPU solutions only work on Macs with UEFI 2.0 (Haswell and later).
And it's really expensive.
My plug and play solution is a Sonnet IIID with a GTX 780 Ti card, wired up to my rMBP via TB2.
As far as I know, I've not seen anyone wire up an AMD card successfully over TB2, plug and play.
And besides, it only works in Boot Camp (for now).
TechInferno has an area for eGPU setups over TB2. You can head over there and have a look.