What's a layer for us

[QB3]

We have been thinking about API question for a while.
The current API is a little bit heavy, we have been scratching our head a lot to make it better, and we boiled down to a more fundamental question:
if we wanted to have a implementation similar to cvxpylayers, what would be a layer for us?
How would we proceed?
@agramfort @josephsalmon @mathurinm @mblondel @Klopfe @svaiter