Ultra96 pynq CNN problem

Hi, I am now wondering if I can train my own deep learning like object detection or image classification on ultra96 v2 pynq board with sd card image v2.5?
I have seen some tutorial about CNN,BNN or QNN and can successfully run some pretrained model.
That is very awesome!
But can I train the model with my own training data and testing data on ultra96v2 pynq board with same network architecture?(using same overlay)
Or I have to train my own model in another host machine and then can only run the testing data on ultra96v2 pynq board?