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A training set is a set of data used in various areas of information science to discover potentially predictive relationships. Training sets are used in artificial intelligence, machine learning, genetic programming, intelligent systems, and statistics. In all these fields, a training set has much the same role and is often used in conjunction with a test set.
Use in artificial intelligence, machine learning, and statistics 
In artificial intelligence or machine learning, a training set consists of an input vector and an answer vector, and is used together with a supervised learning method to train a knowledge database (e.g. a neural net or a naive bayes classifier) used by an AI machine.
In statistical modeling, a training set is used to fit a model that can be used to predict a "response value" from one or more "predictors." The fitting can include both variable selection and parameter estimation. Statistical models used for prediction are often called regression models, of which linear regression and logistic regression are two examples.
In these fields, a major emphasis is placed on avoiding overfitting, so as to achieve the best possible performance on an independent test set that follows the same probability distribution as the training set.
Use in intelligent systems 
In general, an intelligent system consists of a function taking one or more arguments and results in an output vector, and the learning method's task is to run the system once with the input vector as the arguments, calculating the output vector, comparing it with the answer vector and then changing somewhat in order to get an output vector more like the answer vector next time the system is simulated.
See also 
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