The dough in my bread maker collapses just after cooking starts
I would first check on the type of flour I am using. To produce breads, always use flour that contains the highest protein count. It is this protein that produces gluten, and the more of this protein the stronger the gluten. This can be called a multitude of things, from 'Strong Flour', to 'Baker's Flour', to 'Best For Bread'.

Another thing you might want to do is check your mixing times. If your dough is undermixed, the gluten will not be strong enough to properly expand and hold structure from the CO2 produced by the yeast. Likewise, if the dough is overmixed you can see the same problem.

just a couple of things to start.

EDIT: you don't mention what type of flour you are using at all... If you aren't at least using a 50% mix of wheat flour, you aren't going to get proper rise as wheat flour is the only type that contains 'gluten'. Even when you buy 'whole wheat bread', this is usually a mixture of flours.