Having travelled to the U.S to do flight training, i would either book a return or an open return to show that you are going to leave the country.
I got taken into a little room for a brief chat and one of the questions asked was my return date.
In all honesty, i think it would be easier to book a return for a little longer than you need and have a holiday at the end of the training. If not, you would be able to book an earlier flight home subject to a fee.
Good luck!