Since you did work in Georgia during your training period, you do have income that was earned in Georgia so the only way to possibly get a refund of some of the taxes that were withheld would be to file a non-resident Georgia tax return.
You did not mention where you reside, but if that state has an income tax return to file, be sure to complete it after you have worked through the Georgia return. Since some of your income is being taxed by Georgia, you can claim a credit for taxes paid to another state on your resident tax return. This will not allow you any larger refund from Georgia, but it should increase your refund or lower your taxes for your resident state.
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