This might sound completely stupid to anyone who knows a bit of computing, but...
I was wondering, there are external hard drives, so why don't we have external CPUs? Some wired or even wireless processor that you could connect to your computer and use its processing power to speed things up. It would probably be more expensive than simply making an upgrade, but it would certainly be much easier and faster. It sounds like a very good idea, so if nobody has made it until now, there has to be some flaw in the concept.
There are, but differently as you might expect. you can buy for example processor modules, that contain special purpose processors and with which you communicate by Ethernet. Those are pretty popular for image recognition.
Other than that: The further your CPU is away from I/O or memory, the slower it is. That is why the RAM on a PC is very close to the CPU in the layout, or why the next slot to the CPU is used for graphic cards.