I think there’s a few things to consider here.
1) How long is this training class?
2) After the training class, will you be in the same department? Same building? Will you see him regularly or will he be somewhere else?
If you’re not working closely together after the training class, you might as well get to know him better and gauge his interest from there. If you’ll be working closely together after the training class, I’d take it real slow.