I think it more complicated than expressed in the article.
I'm flirting around that solution for a while and it is on the edge of my incompetence.
It's seem like you have to modify some code stuff in your mac because a gpu cannot be hot-plug and by definition thunderbolt is for hot-plug devices.
Here a great how-to, by a great guy too, his blog is pretty cool : http://www.journaldulapin.com/2013/08/24/a-thunderbolt-gpu-on-a-mac-how-to/
It is from 2013, but it is the more precise article I found on it. It is blurry how things have evolved since.
One other problem, it's seem like amd gpu is unstable with this system, and as I'm working with fcpx... it is too much of a good plan for loosing my time instead of working :)