You can discuss with your probation officer what, if any, terms of your probation might be modified if you transfer to another state. In general, your odds of a transfer are much better than your odds of an early discharge. As we don't know anything about your background, I can't tell you how responsive a probation officer might be to an early discharge, save to say the judge sentenced you to five years probation for a reason - and probation isn't supposed to be easy, but is supposed to help keep you on track over a period of time the court deems appropriate.