Training a machine learning model is not particularly special from a programming perspective. The code is not usually that complicated. Write tests when you can, manually validate when you can't.
Also there are specific techniques for validating that you are model training procedure is directionally correct, such as generating a simulated data set and training your model on that.
Also there are specific techniques for validating that you are model training procedure is directionally correct, such as generating a simulated data set and training your model on that.