It has been at least 15 years since I last built up an AMD machine. We've looked at it over the years, but although AMD has been cheaper, they never had the single core performance that was even close and they chewed up power.
Now however things have changed with their latest processors. They use a system of cores that within 10% of Intel but they have a neat system of interconnect and are aggressive on some important features needed for big machine learning rigs.
Intel has always been stingy on Overclocking, Cores, PCI Express lanes and also ECC because they want to push to Xeon. In fact the best compromise for a long time has been the overclockable Xeon 1650 V3. Even a V3 still works well because Intel performance has been pretty stagnant in the last four generations.
Well there is a new kid on the block, the AMD Ryzen and Ryzen Threadripper that has me speccing AMD for a variety of systems:
So here are the net recommendations from low to high.

Mini-ITX for compiles not gaming

Ryzen 1700X in mini-ITX. ($1K) If you want a great compute machine (and be able to validate tensorflow or cuda builds), then the Ryzen 1700X is a pretty good choice. At$1K, it's got an amazing 8-core Ryzen so works well for threaded jobs
It includes a low profile GTX-1050 (see Tom's Hardware, but the sweet spots in performance as of August 2017 are GTX-1080Ti, 1080, 1060, 1050 ti and the 1030 if you can find it) in a tiny mini-ITX case. There is no expandability but since X370 motherboards only support 8x/8x multiple GPUs that's not that big a deal. You can overclock this with the X370, so getting to 4GHZ and beating Intel single core is within reach!

ATX Tower for gaming or ML

Ryzen Threadripper 1950X ATX. ($4K). Well it does cost$1K for the processor, but this is the best value right now, you get a full 16-core system with 64GB of ECC ram and with 1.5TB of SSD storage. A really reliable well price system.
Note that you have to make sure you get a motherboard with ECC support. Make sure to get unbuffered ECC vs registered for Ryzen. Unregistered ECC works through 128GB or so but at higher densities, you need registers as direct driving the memory doesn't work. Finally there is even ECC for call low-registered (LR) real large configurations and beyond that there is LB or Lower powered buffered. The ASRock Taichi seems like a good "budget" choice at $340 (Newegg) While most ECC runs at DDR4-2133, you can get DDR4-2400 unbuffered ECC if you look for it. Kingston for instance has this running at CL17 for$188/16GB. You also need to make sure your motherboard supports it and turn it on in the BIOS. Both ASRock and ASUS are safe choices as they do handle this properly.
One important note is that right now, ECC does correct single bit errors and seems to report them properly to linux kernels 4.10 and above, but uncorrectable errors of more than 2 bits do not generate a machine check, but that's better than nothing.