No FORMAL training, his training has been studying, practicing, and being around some of the greats/talented dancers..
Pre-Motown he would study James Brown, Jackie Wilson on TV, learning those moves and styles.. Performing with his brothers also got him to learn many dance sequenced steps that you would see groups like the 'temptations' do.. When grouped together, they (primarily Joe) would put the set together and have Michael improvise his 'James Brown' moves into it..
http://www.youtube.com/watch?v=Ux3joe0GdTA
Motown - durring Motown he was groomed even more in steps and styles that were out at the time.. Him doing his first robot on TV on soultrain in 1974 etc..
http://www.youtube.com/watch?v=qSfu9ekLwOU&feature=related
Mid 70's - This is where his dancing skills took off in a large way.. in 1976 they did the Jackson variety show that would have guests on the show all the time. Durring this time he would learn and venture out into other dance from people he was arround like The Nicholas Brothers, Rerun, and many others.. Michael would learn from them, ask them to come to his house and practice dance etc.. Nicholas Brothers for instance would choegraph a few tap performances for Michael and his family on the variety show..
http://www.youtube.com/watch?v=eppLgX87v7Y
Late 1977-1980 - Of course a pivital part of Michaels dance was his big move to NEW YORK.. After moving to New York to work on 'The Wiz' he was introduced to 'Studio 54' which introduced him to a world that he was not really a part of before, he saw many new dances and dancers that caught his attention. And of course working on THE WIZ was the first time he danced with Broadway dancers, he learned many great things from them, taking his dancing even further.. Also while watching Soul Train he saw Jeffery Daniels perform and got a hold of him to teach Michael some moves.. Throughout this time aswell while in New York he learned about Broadway dancers, performers, and choreographers.. One of which he was introduced to by Liza Minelli was Bob Fosse. Michael loved how Fosse's dancers was able to bring that jazz dance with a sexual and seductive feel to it..
There on after, he just kept expanding and devoloping all areas.. You know we can't keep out what he learned from watching Fred Estaire, and other old classic films.. I'm going to cut the story here.. lol!
There is just A LOT that goes into it.. So much of what Michael does now is FROM these GREATS, more things from some than others. non the less Michael learned from them like a spunge and incorperated his favorite stuff from them and combined it together for ONE flawless dance style..
Telling the whole story, would be doing a full movie.. lol! it would take too long, but to give you an idea of insperations, here are some videos to view..
WATCH IN FULL - There are things here and there that are scattered around that you will see MJ style in.. Some more than others..
http://www.youtube.com/watch?v=L8mJsgPj1iU
http://www.youtube.com/watch?v=PuwMHCrqTdE
http://www.youtube.com/watch?v=XgDrJ5Z2rKw&feature=related