“In theory, there is no difference between theory and practice.”
Yes, you should do your best to maximize your gain from grad school, including skipping sessions/lectures which are not profitable, unless it is explicitly against the rules (in some institutions, there are mandatory lectures). If that means you skip some lectures, do it. If asked, be polite but direct about it. Some people will take it badly, most probably won't.
I'll reinforce my (and Daniel’s) answer with an anecdote: as a student, the department head welcomed us at the beginning of my first year. He said his institution was a place of science, not of conventions, and independence of great minds mattered above all. “Some people learn best in books, in chats with researchers… not by sleeping in lecture rooms. That's okay.” — Two months later, I went to him a morning because I needed his signature on an application. He gave me hell because I dared skip his own coursework session, which was happening at the same time with a TA from his group.
So, you can skip lectures, you don't have to try to hide it, but don't rub it in either :)