I need to remove multi co-linearity between features
You don't need to transform the data.Instead you can change the way that you are calculating correlation between variables. As these are categorical features, you have to use Chi-Squared test of independence.Then, you won't be facing this issue.
I have categorical variables such as Gender,Anxiety,Alcoholic and when i convert these categorical variables into numerical values using encoder techniques then all these variables resembles same in values and then multi co linearity is existing. How i can convert these variables to number so that multi co linearity doesn't exist. All three variables are important for prediction of target variable.