More weightage to a categorical feature for an Autoencoder model I am using autoencoder for anomaly detection. I don't have any labels already and so its unsupervised. If I have categorical variables, I usually one hot encode before giving it to the model. I would like to know if we there is a possibility to give more weights to one particular categorical feature before giving it to the model. 

Any help is much appreciated!!
Do you mean giving more weights to a selected part of the input? If so, then, I believe this is possible with neural networks. Each neuron is assigned a random weights at the beginning of training. You can just initialize the first layer of the neural network model with some values representing the desired weights and then freeze those neurons.

An automated way of doing this is by using attention mechanism which automatically provides more weights (attention) to a portion of the input data.