We are not officially supporting Mac yet, but contributions are welcome :). Our code is cross platform and given enough efforts, I think it can be made available on pretty much any platform. One thing to think about is GPU requirements. Even moderate environments in Unreal can easily require GPUs with at least 4GB RAM.
Many students of the Udacity Nanodegree have found out the hard way that using a stock MBP for CNN training isn't exactly great. Even MBPs with the NVidia 750m struggle (my home workstation is Ubuntu 14.04 LTS with a 750ti SC - and it is only barely adequate).
Honestly, I can't see how you'd be able to run a high-quality 3D sim while training a CNN or other ML model at the same time without something beefier (I haven't tried it yet with my 750ti - but with only 2 gig I have a feeling it wouldn't like it much; it's ok running with the trained model, though).
What students usually (I think) do when all they have is an MBP (especially one with only intel graphics) is train on an AWS GPU instance, then run the trained model locally. This class has been instructive for me in showing that for anything beyond the toy stuff we're playing around with, you really need a beefy ($$$) system. I wish I had the kind of money needed in order to do so (an 8-way 1080 or TitanX box would be sweet - fat luck with me getting it past my wife, though!).
