[Ed Mellnik]"How do you change from CUDA to OpenCL?"
You go to File->Project Settings and the very first option will be a dropdown box that will allow you to change modes. These will be limited to what your setup can support, but if you have an NVIDIA graphics card, you should have the option of CUDA, OpenCL, and Software. On the Mac platform, I strongly recommend against CUDA. I have had nothing but weird bugs and issues with it, mostly because CUDA requires a driver on Mac and I notice it's updated quite regularly, so I assume things are still being worked out.
If you happen to be on El Capitan, you'll also have the option of Metal acceleration, which is new with macOS, but I would steer clear for now as it's brand-spankin' new (but will hopefully be the preferred option of choice come the next iteration).