Audio stops playing when screen locks after marshmallow update.

I recently updated to Marshmallow. Ever since, all of my audio (iheartradio, podcasts I chrome, Amazon music, etc.) stops playing as soon as my screen locks. How do I stop this from happening without having to leave my screen active?

I have the same problem with my S6 edge plus.
Have you fixed it?

Try disabling Battery Saver mode.