For my case, I am using Asus Hero Alpha motherboard and the onbord display Intel HD530. I notice this a few times, and when powering up my build, BIOS will complain about Overclocking failed (Which I did not).
I resort to set the power setting in El Capitan to only sleep the display and not the whole computer. I know that this doesn't really gives us much power saving, but this way, it feels like I am at least not hurting my computer by doing hard reset everytime this happen.