No. When you change classes, you change class abilities, and the old ones are gone. Skills such as lockpicking would remain, but if the new class doesn't have the skill, you can't spend points to raise it. The skill does improve with practice, though, so some skills that are automatically attempted (like stealth) will still go up.The class switching functionality was completely changed; it went from being an incredibly easy way to make supercharged, do-everything characters, to almost the exact opposite: not useless by any means, but any changes you make now have to be carefully considered.