I'm working on building a training set for a classification problem. I have a choice where I can either build a dataset where each of my subject (customer) can have multiple observations/rows or I can have one observation per subject. Multiple observations per subject are possible when observations are taken from different time windows.
My question: Does keeping multiple observations per subject in the training dataset violate independence of observations? Because let's say two measurements for the same feature for one subject can come from two different but overlapping time window.