Let's say I have a data set that mixes categorical and continuous features and I would like to study the relative importance of each feature in the prediction of a certain class.
For that I am using the logistic regression with an l1 penalty because I want a sparse solution that maximizes the ROCAUC.
Before training the logistic regression, I first created dummy variables for my categorical features and I centered and scaled all my features, including the dummy variables I have created.
Can I center and scale the dummy variables? Because I want to compare the coefficients of the logistic regression trained on the data set in order to rank the features.
Thanks for the help!