A U9S is definitely not going to be able to be able to effectively cool the 12900K, and there's really no reason to go with that if you have a full size ATX case. This chip can push a D15 to the limits, so even as an interim, you need something better.
I'm in a similar boat, with an R5 3600 and debating a 3950x or higher.
One thing that isn't mentioned enough with Ryzen is the Intel MKL library crippling on non Intel. There are workarounds, but python and other commonly used ML/DL frameworks utilize the MKL by default.
Performance is hugely crippled. 2-3 orders of magnitude in speed crippled vs the Intel chips, especially AVX. AVX-512 is even more of a difference.
Good news is, at the hobbyist level doesn't matter and can be worked around.
At the pro/getting paid level, it's one of the very few instances where a 10980xe or the other x299 10xxx chips are warranted-- out of the box avx (and, avx-512) support without any workarounds needed.
Do some google on the MKL with respect to AMD, employ the workaround, and enjoy!
Also, yea, GPU training is a thing but CPU running of trials before pushing to GPU is also important. As is running and evaluating the model after training.
Well I went and got a Ryzen 3900x. It doesn’t have enough lanes to bankrupt me with video cards but it’s more future proof than a 1st/2nd gen Threadripper.