the first point is that without nonlinearities, such as the ReLU function, in a neural network, the network is limited to performing linear combinations of the input. In other words, the network can only learn linear relationships between the input and output. This means that the network can't approximate complex functions that are not linear, such as polynomials or non-linear equations.
Consider a simple example where the task is to classify a 2D data point as belonging to one of two classes based on its coordinates (x, y). A linear classifier, such as a single-layer perceptron, can only draw a straight line to separate the two classes. However, if the data points are not linearly separable, a linear classifier will not be able to classify them accurately. A nonlinear classifier, such as a multi-layer perceptron with a nonlinear activation function, can draw a curved decision boundary and separate the two classes more accurately.
ReLU function increases the complexity of the neural network by introducing non-linearity, which allows the network to learn more complex representations of the data. The ReLU function is defined as f(x) = max(0, x), which sets all negative values to zero. By setting all negative values to zero, the ReLU function creates multiple linear regions in the network, which allows the network to represent more complex functions.
For example, suppose you have a neural network with two layers, where the first layer has a linear activation function and the second layer has a ReLU activation function. The first layer can only perform a linear transformation on the input, while the second layer can perform a non-linear transformation. By having a non-linear function in the second layer, the network can learn more complex representations of the data.
In the case of your experiment, it's normal that the performance did not change much when you removed the ReLU function, because the dataset and the problem you were trying to solve might not be complex enough to require a ReLU function. In other words, a linear model might be sufficient for that problem, but for more complex problems, ReLU can be a critical component to achieve good performance.
It's also important to note that ReLU is not the only function to introduce non-linearity and other non-linear activation functions such as sigmoid and tanh could be used as well. The choice of activation function depends on the problem and dataset you are working with.