1. Choose the correct training approach. Here is what is expected to happen during the training instance:

 Input -> Encoded Input -> Decode -> Output

So, we need to train output against input (output ~ input, in an ideal case).

2. Train every feature set using the fit() method: 

int nEpochs = 30;
 for( int epoch=0; epoch<nEpochs; epoch++ ){
 for(INDArray data : featuresTrain){
 net.fit(data,data);
 }
 }