I have a dataset which have both categorical features with high cardinality (>8000) and low cardinality (4 or 5). Would that be ok to encode the high cardinality ones with one encoder (target encoder, for example) and the others with low cardinality with another encoder (one hot encoder) and put everything together to train a model? Is this wrong and should apply the same encoder to all the features regardless of their cardinality?
Many thanks for your inputs!