Step 2:  

Change the hidden layer activation functions to ReLU, and the output layer activation function to softmax.

clear;
clc;
close all;

net=feedforwardnet([20 20 20]);

net.layers{1:3}.transferFcn = 'poslin'; 

% Set the activation function for the three hidden layers to ReLU
%ReLU activation function (poslin = positive linear);
%poslin is just Matlab's name for the ReLU function
%type help nntransfer in the command window to see a list of all activation
%functions that Matlab provides

net.layers{4}.transferFcn = 'softmax';  %output layer