Later , in 2001 , he formed the supergroup Audioslave with the former members of Rage Against the Machine . Later , in 2001 , he formed the supergroup Audioslave with three of the then-former members of Rage Against the Machine , which recorded three albums ( Audioslave ( 2002 ) , Out of Exile ( 2005 ) , and Revelations ( 2006 ) ) .