If the relationship is good, you can make it clear that you want to go further, so you need to train and study in order to get a better promotion. As a colleague who has a good relationship with you, I'm sure I can understand you.
If you are a colleague with a normal relationship, you should be vague. Just say that I can't keep up with my work recently, and I plan to see the training class to keep up with everyone.
If it is a colleague with a bad relationship, it is not recommended to inform him. If you train yourself or do something else, you can hide it and avoid being used as a handle by you.