Any hints from those who has it working: your ubuntu version, amdgpu version (if not built-in), order of installation?
Success!
HowTo:
1) Install ubuntu 16.04.3.
2) Install rocm as described above.
3) Add amdgpu parameter as described above. It is the key to success, don't miss that step.
4) Install amdgpu-17.30 as told by AMD.
Kernel module build fails, but correct driver is in the rocm installation. AMD driver is necessary for libOpenCL, etc.
5) Overclock using any tool (if desired).
6) Enjoy!
ETH hashrate under linux seems to be 0.3MH/s lesser than on Windows, it is a known issue and probably just measurement difference (see Claymore's FAQ).
But I should be able to run more than 8 cards per MB, will try ASAP.