title: Weighted features in machine learning
body: <p>I am a beginner in machine learning. So any help or suggestion would be of great help. </p>
  
  <p>I have read that putting weights on features and Predicting is a very bad idea. But what if few features needs to be weighted.</p>
  
  <p>In a classification problem let's say it's a common norm that age is most dependent, how do I give weights to this feature. I was thinking to normalize it but with a variance of 1.5 or 2 (other features with variance 1), I believe that this feature will have more weight. Is this fundamentally wrong ? If wrong any other method. </p>
  
  <p>Does it effect differently for classification and regression problems ? </p>