Samsung Galaxy S6 — Keep background processes and apps running

Does anyone know how to prevent android lollipop 5.1.1 from killing apps in the background? I find it excruciatingly annoying that I can't switch apps because android will kill whatever app I was using before switching and I will lose everything I was doing. I know this question must be weird because I've done my research and everyone was looking: how to kill apps in the background. I don't want that, I like multitasking. But it's impossible if I can't leave any app for 5 min because android will close it and whatever I was doing (downloading, editing a picture...) will be lost.