I have some features which are in the thousands, which I scale to the max values of these. This solves the general scaling problems, as well as preserves an important absolute value relationship between these features that would otherwise be lost.
But, I also have some other features which are naturally in [0,1] (since they're derived from ratios) right from the start. Does it make sense to simply skip scaling of these, since dividing them by the same max value as above (e.g. 10,000) kind of ruins them?
Obviously I've tested it out, and found that it works in practice, but are there any sound mathematical arguments against this? I haven't seen or heard any thoughts on this matter.