When is it a good time to start "sleep training"

Ann
My 5 week old sleeps well during day (skips a nap or two) and night but only for 2-3 hour stretches. She'll wake up to eat.. Ive read some people here their babies sleep 5 our stretches. What do you guys do? Do you have any advice or tips I can try to get my baby to sleep longer stretches at night?