I'm working on training a binary classification model. In my data I have 29 numerical features, continuous and discrete, apart from the target which is categorical. I have 29 features, 8 of them have many zeros (between 40% and 70% of the feature values) which separate quite well positives from negatives since most of these zeros are in positive class. How Should I treat these variables with so many zeros? How are variables with a large number of zeros usually treated in a classification problem?
Having a lot of zeros for a feature is not a problem on its own, especially when it carries some kind of predictive power as you suggested, i.e.
...since most of these zeros are in positive class...
For another example, take one-hot encoded features which will typically have significant number of zeros in them.
As a rule of thumb, don't forget to standardise/normalise all of your features, otherwise you might have more serious problem than having lots of zeros in your features.