Cancel any classes you're not going to attend at least a week out, they can probably get somebody else to show up and maybe won't hold a grudge. No show = grudge... most definitely don't do that to a WO, they might talk to Dad.

But it's OK to keep future class dates at other airlines while in training, that's actually prudent in case something doesn't work out. Cancel those with reasonable lead as well when you get to that point.