Sleep training questions

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For those of you that sleep trained your baby, what do you do during a sleep regression, or if your baby wakes up at night inconsolable,do you continue sleep training techniques? (i.e. Not picked them up, let them fall asleep on their own, etc). Also, does your baby go to sleep for their naps and at night the same way? For naps, my son can't put himself to sleep and will cry endlessly, but at night he will play in his crib until he falls asleep. However, when he wakes up at night, he is not able to put himself to sleep and cries endlessly.

Tips will be very helpful. TIA!