Reconfigurable Intelligent Surface (RIS) is a promising solution to reconfigure the wireless environment in a controllable way. To compensate for the double-fading attenuation in the RISaided link, a large number of passive reflecting elements (REs) are conventionally deployed at the RIS, resulting in large surface size and considerable circuit power consumption. In this paper, we propose a new type of RIS, called active RIS, where each RE is assisted by active loads (negative resistance), that reflect and amplify the incident signal instead of only reflecting it with the adjustable phase shift as in the case of a passive RIS. Therefore, for a given power budget at the RIS, a strengthened RIS-aided link can be achieved by increasing the number of active REs as well as amplifying the incident signal. We consider the use of an active RIS to a single input multiple output (SIMO) system. However, it would unintentionally amplify the RIS-correlated noise, and thus the proposed system has to balance the conflict between the received signal power maximization and the RIS-correlated noise minimization at the receiver.To achieve this goal, it has to optimize the reflecting coefficient matrix at the RIS and the receive beamforming at the receiver. An alternating optimization algorithm is proposed to solve the problem. Specifically, the receive beamforming is obtained with a closed-form solution based