AMD GPU computing is not as well supported as NVidia's solution, and definitely or on par in terms of feature set as of the Blender 2.78# series.
Either use CPU baking or try a newer 2.79 testing builds at your own risk. Cycles OpenCL support will be thoroughly improved and will roughly be on par with CUDA in terms of features and support as of Blender 2.79#.
At the date of writing Blender 2.79 is not released officiall yet so if you want to try it you must use development testing builds.
To do so head over to https://blender.org/download , and check the "Bleeding Edge" link in red at the bottom.
Have in mind that these are unreleased development versions, meant for testing purposes and not recommended for production; bugs and kinks are expected.
Save your work often, make backup copies of your files if necessary.
And please, for the love of God, stay away from the 2.8 builds for the time being, they are not ready for end users yet, not even for testing purposes, so do not ask about or report any errors or missing features you my find.