Are you just talking about general RDP that comes baked into Windows?
If so, I use it on the regular to RDP into my server, but I wouldn't recommend it for trying to game, the latency is pretty bad and there's a lot of weirdness that comes with it if you're trying to do any gaming with it. Though, if you're "just" doing AI work--as though I know what that entails--it may work just fine for you. I often login to my server to move files around and do basic tasks. It can also be a little janky with multiple monitors on the Server.
Though you still have options, as if that won't work well, you can use
Moonlight to stream your desktop. It's designed for gaming, so lower latency and you adjust the quality of it by the megabit; it's pretty straightforward to setup.