Although neural network models enjoy tremendous advantages in handling image and text data, tree-based models still remain competitive for learning-to-rank tasks with numerical data. A major strength of tree-based ranking models is the insensitivity to different feature scales, while neural ranking models may suffer from features with varying scales or skewed distributions. Feature transformation or normalization is a simple technique which preprocesses input features to mitigate their potential adverse impact on neural models. However, due to lack of studies, it is unclear to what extent feature transformation can benefit neural ranking models. In this paper, we aim to answer this question by providing empirical evidence for learning-to-rank tasks. First, we present a list of commonly used feature transformation techniques and perform a comparative study on multiple learning-to-rank data sets. Then we propose a mixture feature transformation mechanism which can automatically derive a mixture of basic feature transformation functions to achieve the optimal performance. Our experiments show that applying feature transformation can substantially improve the performance of neural ranking models compared to directly using the raw features. In addition, the proposed mixture transformation method can further improve the performance of the ranking model without any additional human effort.