Mark is mistaken. You can register for VAT, and claim back ALL training expenses so long as you're planning to be self-employed afterwards. Most helicopter people do it, but not a lot of f/w; don't know why. I did it and had no problems. The VAT people phoned me, so I was totally honest and asked if it was OK. "Oooo", said the lady, "helicopter training....not sure, not had one of those before. Some sorts of training you can claim; I'll look it up....yes, that's fine".
However, I had another business too. If you don't, you could get asked for a business plan; I know some people who were. But it wasn't a big deal.
You can also backdate claims - three years for supplies, six months for services, which is what training comes under. Bet you wish you'd done it sooner now!
If you still don't believe me, phone the VAT helpline and ask. I don't have the number to hand, but it's not too hard to find - do a search.