[BUGFIX] Add return self for nn.Layer(#36609)

* Layer.to reutrn self

* add device required

python/paddle/fluid/dygraph/layers.py

@@ -1512,11 +1512,12 @@ class Layer(core.Layer):
               asynchronous with respect to the host. Otherwise, the argument has no effect. If None, the blocking is set True. Default: None.
 
         Returns:
-            None
+            self
 
         Examples:
             .. code-block:: python
 
+                # required: gpu
                 import paddle
 
                 linear=paddle.nn.Linear(2, 2)
@@ -1547,7 +1548,7 @@ class Layer(core.Layer):
         '''
 
         if device is None and dtype is None and blocking is None:
-            return
+            return self
 
         if device is not None:
             if isinstance(device, str):
@@ -1595,6 +1596,7 @@ class Layer(core.Layer):
             self._apply(transform, device, dtype, blocking)
 
         self._dtype = dtype
+        return self
 
     # [aliases] Compatible with old method names
     set_dict = set_state_dict