I'm relatively new to machine learning and I was wondering if I can use the correlation between features and the target value to manipulate the features.
i'm trying to do some manual feature construction by looking at correlation of each feature with target value, like it is used for feature selection but here i want to use this information to create a new feature, for example we have two features 'a' and 'b', by looking at the correlation we see that their correlation is a = 0.1 and b = 0.3, now am i allowed to give the something like a score like a = 1 and b = 2 and then create a new feature c = a+b.
my concern is that i'm looking at the target value to do this. Is it valid? is it considered falling in the trap of looking at the target value? if it is valid it should be done only on the training set, right?