In the past decade, artificial neural network(ANN) has been applied in Electrical discharge machining(EDM). However, most of them only discuss parameter prediction or optimization result, few tell how to improve generalization performance. In this study, machining process models have been established based on different training algorithms of ANN, namely Levenberg-Marquardt algorithm (LM), Resilient algorithm (RP), Scaled Conjugate Gradient algorithm (SCG) and Quasi-Newton algorithm(BFGS). All models have been trained by same experimental data, checked by another group data, their generalization performance are compared. Take LM as the example, some main factors that may influence generalization performance are discussed.