Technically, you are allowed to take courses in other departments/programs. But be mindful of the usefulness of such courses. Non-CSE courses do not satisfy the graduation requirements in the Computer Science Department. There are some rare exceptions, however, where your project or thesis actually requires such a course to build up your background, But then this needs to be certified as such by your advisor. Your advisor will not certify just because you are merely interested in taking such a course. However, non-CSE grad courses (not undergrad) do satisfy the registration requirements for full-time students (12 credits for G1 and 9 credits for G2).