Another classic is his flaky recall. You're petrified of losing him in the park, and so worked at his recall in the yard. Same thing. He runs to your side in a heartbeat when training at home, but go to the park and he rapidly becomes a blur in the distance as he runs off after other dogs.
There's obviously more to obedience training than meets to the eye... so where are you going wrong?
Obedience training is most successful when reward-based methods are used. This encourages the dog to think for himself and work out what is required in order to earn a reward. This is far more humane than outdated training methods which rely on dominating the dog.
However, obedience training should always be fun for the dog, so be wary of overtiring or overtaxing him. It's better to train a couple of times a day, for five to ten minutes, than to hold one longer session. And remember, practice makes perfect so commit to daily training and you will have a well-trained Labrador to be proud of.