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Preprocessing that Classify[ ] does on NumericalVectorSequence[ ]?

Posted 13 days ago
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When the input data for Classify is a list of vector sequences where the number of vectors in each sequence is not constant, called NumericalVectorSequence, Classify performs a preprocessing step called NumericalSequenceExtractFeatures that converts NumericalVectorSequence to NumericalVector. I was wondering what this step does. When I look inside the returned ClassiferFunction and hover over NumericalSequenceExtractFeatures, I see that some Chi-squared test is being done, but it is not exactly clear what Mathematica is doing under the hood to preprocess a list of vector sequences. I attached a relevant notebook with some sample NumericalVectorSequence type data and a ClassiferFunction that does the preprocessing step that I am concerned with.

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