Feature learning is thought to be one of the fundamental reasons for the success of deep neural networks. It is rigorously known that in two-layer fully-connected neural networks under certain conditions, one step of gradient descent on the first layer followed by ridge regression on the second layer can lead to feature learning; characterized by the appearance of a separated rank-one component---spike---in the spectrum of the feature matrix.However, with a constant gradient descent step size, this spike only carries information from the linear component of the target function and therefore learning non-linear components is impossible.We show that with a learning rate that grows with the sample size,such training in fact introduces multiple rank-one components, each corresponding to a specific polynomial feature.We further prove that the limiting large-dimensional and large sample training and test errors of the updated neural networks are fully characterized by these spikes. By precisely analyzing the improvement in the loss, we demonstrate that these non-linear features can enhance learning.