diff --git a/src/shogun/preprocessor/DensePreprocessor.cpp b/src/shogun/preprocessor/DensePreprocessor.cpp
index f8c9831d687..eb235eee4fe 100644
--- a/src/shogun/preprocessor/DensePreprocessor.cpp
+++ b/src/shogun/preprocessor/DensePreprocessor.cpp
@@ -92,12 +92,26 @@ CFeatures* CDensePreprocessor<ST>::apply(CFeatures* features, bool inplace)
 			"has to be of C_DENSE (%d) class!\n",
 			features->get_feature_class(), C_DENSE);
 
-	SGMatrix<ST> feat_matrix=apply_to_feature_matrix(features);
-	CDenseFeatures<ST>* preprocessed=new CDenseFeatures<ST>(feat_matrix);
+	auto matrix = features->as<CDenseFeatures<ST>>()->get_feature_matrix();
+	if (!inplace)
+		matrix = matrix.clone();
+	auto feat_matrix = apply_to_matrix(matrix);
+	auto preprocessed = new CDenseFeatures<ST>(feat_matrix);
 	SG_REF(preprocessed);
 	return preprocessed;
 }
 
+template <class ST>
+SGMatrix<ST>
+CDensePreprocessor<ST>::apply_to_feature_matrix(CFeatures* features)
+{
+	auto simple_features = features->as<CDenseFeatures<ST>>();
+	auto feature_matrix =
+		apply_to_matrix(simple_features->get_feature_matrix());
+	simple_features->set_feature_matrix(feature_matrix);
+	return feature_matrix;
+}
+
 template class CDensePreprocessor<bool>;
 template class CDensePreprocessor<char>;
 template class CDensePreprocessor<int8_t>;
diff --git a/src/shogun/preprocessor/DensePreprocessor.h b/src/shogun/preprocessor/DensePreprocessor.h
index 689501e814a..6d10805ceae 100644
--- a/src/shogun/preprocessor/DensePreprocessor.h
+++ b/src/shogun/preprocessor/DensePreprocessor.h
@@ -44,11 +44,14 @@ template <class ST> class CDensePreprocessor : public CPreprocessor
 		/// apply preproc on feature matrix
 		/// result in feature matrix
 		/// return pointer to feature_matrix, i.e. f->get_feature_matrix();
-		virtual SGMatrix<ST> apply_to_feature_matrix(CFeatures* features)=0;
+		// remove after cleaning up codebase
+		[[deprecated]] virtual SGMatrix<ST>
+		apply_to_feature_matrix(CFeatures* features);
 
 		/// apply preproc on single feature vector
 		/// result in feature matrix
-		virtual SGVector<ST> apply_to_feature_vector(SGVector<ST> vector)=0;
+		[[deprecated]] virtual SGVector<ST>
+		apply_to_feature_vector(SGVector<ST> vector) = 0;
 
 		/// return that we are dense features (just fixed size matrices)
 		virtual EFeatureClass get_feature_class();
@@ -58,6 +61,13 @@ template <class ST> class CDensePreprocessor : public CPreprocessor
 		/// return a type of preprocessor
 		virtual EPreprocessorType get_type() const;
 
+	protected:
+		/** Apply preprocessor on matrix. Subclasses should try to apply in
+		 * place to avoid copying.
+		 * @param matrix the input feature matrix
+		 * @return the matrix after applying the preprocessor
+		 */
+		virtual SGMatrix<ST> apply_to_matrix(SGMatrix<ST> matrix) = 0;
 };
 
 }