After Baymax's training, the duo then sneak out into the night to track down Yokai.
Baymax opposed the idea of Hiro being placed in harm's way but acquiesced to joining the team after the Everwraith, the astral embodiment of those killed in the nuclear attacks on Hiroshima and Nagasaki, abducted Hiro's mother.
Baymax - Wikipedia
Big Hero 6 (film) - Wikipedia
Big Hero 6 () - Quotes - IMDb
Baymax is an artificial synthformer capable of synthtransing his body into various forms:
This time he runs the full diagnostic. Once inside, Baymax activates his built-in body heater to warm up the bodies of Hiro and the team.