sleep training

I'm trying to sleep train my 5 months old. I put him in bed at 630pm, He cried a bit, played a bit, slept for 30 mins then woke up again to cry, play etc. It has now been 4 hours of this. He is not screaming, he's crying Normal on and off. I usually rock him to sleep for hours but I can't do this anymore. What should I do now? Go in and put him to sleep or continue? I go in every ten mins to check on him.
I don't want to hear that he's too young. My son and I do what I want

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