We describe a single beam compact Spin Exchange Relaxation Free(SERF) magnetometer whose configuration is compatible with the silicon-glass bonding micro-machining method. A cylindrical vapor cell with 3mm diameter and 3mm in length is utilized in the magnetometer. In order to reduce the wall relaxation which could not be neglected in micro-machined SERF magnetometer, 3 Amagats(1Amagat=2.69$\times$ 10$^{19}$/cm$^3$) neon buffer gas is filled in the vapor cell and this is the first demonstration of a Cs-Ne SERF magnetometer. We also did a simulation to show that neon is a better buffer gas than nitrogen and helium which is typical utilized in vapor cells. In order to reduce the laser amplitude noise and the large background detection offset which is reported to be the main noise source of a single beam absorption SERF magnetometer, we developed a laser power differential method and a factor of 2 improvement of the power noise suppression has been demonstrated. Finally, we did an optimization of the magnetometer and sensitivity of 40$fT/Hz^{1/2}$@30Hz has been achieved.
