My very limited understanding of DIMM training is that it's about the digital system learning and setting the precise analog timing settings required to talk to the DIMM. Every memory cell has tiny manufacturing differences and so these need to be learned on the fly at computer boot and they change over time with use so need to be re-determined every boot.
Timing adjustment per x number of data bits has been required since DDR3 but DDR4 also has internal reference voltage calibration for DQ bits (VREF_DQ). This voltage sets threshold by which the IO cell determines if a voltage represents a logic high or low. This VREF_DQ value is calibrated per x number of bits in addition to adjusting the timing to try to find the best place to sample the signal.