If you are on the clock, you have to follow the Disney Look.
During training at Disney University and any other location, you are required to follow the Disney Look. I had two training sessions at Disney University as well as a noncostume training day at my park, and each of those days I was required to wear business-casual clothes, including closed-toed shoes. It doesn't matter that guests don't see you — you are still a cast member and must follow the look. One other cast member doing on-site training with me in the park showed up in a skirt that didn't meet regulations and had to change into costume pants. Trust me, you don't want to wear costume pants any longer than you have to.