change nn.ReLU to torch.relu in ACT_FNS for OpenAI
Author: nathan-chappell
Pull request: yes

# What does this PR do?

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Fixes # 24821


## Before submitting
- [*] Did you read the [contributor guideline](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md#start-contributing-pull-requests), Pull Request section?
- [*] https://github.com/huggingface/transformers/issues/24821

## Who can review?

Anyone in the community is free to review the PR once the tests have passed. Feel free to tag
members/contributors who may be interested in your PR.

@ArthurZucker
@younesbelkada

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Models:

- text models: @ArthurZucker and @younesbelkada
- vision models: @amyeroberts
- speech models: @sanchit-gandhi
- graph models: @clefourrier

Library:

- flax: @sanchit-gandhi
- generate: @gante
- pipelines: @Narsil
- tensorflow: @gante and @Rocketknight1
- tokenizers: @ArthurZucker
- trainer: @sgugger

Integrations:

- deepspeed: HF Trainer/Accelerate: @pacman100
- ray/raytune: @richardliaw, @amogkam

Documentation: @sgugger, @stevhliu and @MKhalusova

HF projects:

- accelerate: [different repo](https://github.com/huggingface/accelerate)
- datasets: [different repo](https://github.com/huggingface/datasets)
- diffusers: [different repo](https://github.com/huggingface/diffusers)
- rust tokenizers: [different repo](https://github.com/huggingface/tokenizers)

Maintained examples (not research project or legacy):

- Flax: @sanchit-gandhi
- PyTorch: @sgugger
- TensorFlow: @Rocketknight1

 -->

---

I ran the following test command after installing pytorch:

```bash
python -m pytest -s -v ./tests/models/openai/test_modeling_openai.py

# 68 passed, 38 skipped, 15 warnings in 39.26s
```

I figured that's good enough.

Comments:
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/transformers/pr_24823). All of your documentation changes will be reflected on that endpoint.

This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.