Still waking up at night!

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My 15 month old son is still waking up at night. He wakes up 2-3 times and takes forever to go back to sleep.

Is it too late to sleep train? He is so aware now. He calls out for milk and mommy/daddy.

How do I teach him to fall asleep on his own?

Have any of you sleep training a 15 month old or older before? What method did you use?