How to extract features from protein sequences, so that it can be converted into vector for training the data in machine learning. From some papers I found methods like using AAindex, PSSM for training data. But I was unable to find the detailed method behind it. Please, suggest some papers or links which can be helpful.
Features you want to extract are divided into two groups; 1) sequence based sequence, 2) features extracted from the predicted structure.

Amino acid composition, amino acid property, amino acid distribution and etc are in group one. There are mainly two R packages, *Seqinr* and *BioSeqClass* from Bioconductor. I attach [a table from my thesis][1], which summarize this threat.

I would recommend you reading this paper; and the code is implemented in the BioSeqClass package.

Prediction of protein folding class using global description of amino acid sequence. PNAS, 92(19):8700-8704, 1995 (BioSeqClass - Bioconductor package)

 [1]: https://drive.google.com/file/d/0B1CZNSfA7sV8X0hyYlFKTzRZbUU/edit?usp=sharing