[Docs] Fix doc build doesn't work for nn.tensorflow and nn.mxnet (#1413)

* fix

* lint

* fix

docs/Makefile

@@ -19,7 +19,7 @@ mxnet:
 	@echo "#                Step 1: Building MXNet tutorials                #"
 	@echo "#                                                                #"
 	@echo "##################################################################"
-	@DGLBACKEND=mxnet $(SPHINXBUILD) -M html "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+	@DGLBACKEND=mxnet DGL_LOADALL=true $(SPHINXBUILD) -M html "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
 
 pytorch:
 	@echo "##################################################################"
@@ -27,10 +27,10 @@ pytorch:
 	@echo "#                Step 2: Building PyTorch tutorials              #"
 	@echo "#                                                                #"
 	@echo "##################################################################"
-	@DGLBACKEND=pytorch $(SPHINXBUILD) -M html "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) 
+	@DGLBACKEND=pytorch DGL_LOADALL=true $(SPHINXBUILD) -M html "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) 
 
 html-noexec:
-	$(SPHINXBUILD) -D plot_gallery=0 -b html "$(SOURCEDIR)" "$(BUILDDIR)/html" 
+	DGL_LOADALL=true $(SPHINXBUILD) -D plot_gallery=0 -b html "$(SOURCEDIR)" "$(BUILDDIR)/html" 
 	@echo
 	@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."
 

python/dgl/nn/__init__.py

 """Package for neural network common components."""
 import importlib
 import sys
+import os
 from ..backend import backend_name
 
 def _load_backend(mod_name):
@@ -9,4 +10,12 @@ def _load_backend(mod_name):
     for api, obj in mod.__dict__.items():
         setattr(thismod, api, obj)
 
-_load_backend(backend_name)
+
+LOAD_ALL = os.getenv("DGL_LOADALL", "False")
+
+if LOAD_ALL.lower() != "false":
+    from .mxnet import *
+    from .pytorch import *
+    from .tensorflow import *
+else:
+    _load_backend(backend_name)