Big data computational skills are essential for the data-intensive research in the 21stcentury. We need a workforce and researchers trained in such skills. However, most universities do not yet have adequate curricula in this arena. There is a huge pent-up demand for this type of instruction. We describe some of our experiences in designing and teaching a graduate level curriculum on the methodologies of computational science at Caltech, and offer some opinions on the subject in a broader context of the transformation of the academia, including: the on-line approach is effective, scalable, and it can replace the traditional advanced summer schools that require travel, time, and money; there are still no effective, affordable platforms for video interactions that involve tens of students; a combination of a text chat (e.g., a Google hangout and the instructor on a video, responding to the questions, is adequate, and; many students show less commitment and dedication that they would in a traditional physical setting