The most advantage is that the relationship between prof. and students are close. But sometimes you will be shocked. There is only one student registering real analysis class, so that the class is cancelled. It is hard to imagine that this could happen to the basic graduate math courses in those bigger universities.
Very limited courses are offered in Lehigh. After my three years in Lehigh, there is no open course about heuristics, the stochastic process class only using introductory level of book 'Introduction to Probability Models' by Ross. It takes me waiting for 2 years to have IP open again. And there are many other regrets about courses in Lehigh.
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As I commented earlier, training is really a personal issue, as long as you are well motivated. Enjoy :)
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