change nn.ReLU to torch.relu in ACT_FNS for OpenAI
# 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.
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.