In this context:
'Advanced' means 'of a higher level' - (the opposite of 'beginner'). It is used in many circumstances and just generally means 'good at something'.
e.g. The man is very good at tennis; he is an advanced tennis player.
'Sophisticated' means 'of a higher cultural level, having good taste'...
e.g. The woman likes to learn language, wine and music; she is sophisticated.
Hope this helps!