How to know the internal pre-processing of automatic machine learning function `Classify`?

In the Highly automatic machine learning page, it is said the function like Classify and Predict will do things like automatic feature selection, impute missing data etc. How can we know what Mathematica actually do to the data, like what method is used for data imputation, how Mathematica select features etc?

And can we explicit define the method to use for pre-processing the data like imputation and feature selection and clean?