The best training I can think of is to use arpeggios starting with simple two/three string swept arpeggios and build up from there.  Here are Some practical examples:

**A Minor 2 - 3 string arpeggio shapes**
 

    $1.12  $1.8  $2.10  $1.8  $1.12  |  $1.12  $1.8  $2.10  $3.9  $2.10  $1.8  $1.12


**A Major 2 - 3 string arpeggio shapes**
 

    $1.12  $1.9  $2.10  $1.9  $1.12  |  $1.12  $1.9  $2.10  $3.9  $2.10  $1.9  $1.12

**A Dim 2 - 3 string arpeggios**
 

    $1.11  $1.8  $2.10  $1.8  $1.11  |  $1.11  $1.8  $2.10  $3.8  $2.10  $1.8  $1.11


The above shapes are enough to play the scale in two or three string(or a mixture of), swept arpeggios.   You can start from the highest note or the lowest note as you see fit and you can start from any point (mode) of the scale.  So in A minor you would be playing:

**Am  -  Bdim  -  CM  -  Dm  -  Em  -  FM  -  GM -  Am**

When picking dont worry about speed, start slowly and build over a period of time, the most important thing to worry about is clarity of the notes and keeping the distance between them even (timewise).

From here you can add more intervals to extend the arpeggios onto more strings:




**A Minor 4 - 5 string arpeggio shapes**
 

    $1.12  $1.8  $2.10  $3.9  $4.10  $3.9  $2.10  $1.8  $1.12  |  $1.12  $1.8  $2.10  $3.9  $4.10  $5.12  $4.10  $3.9  $2.10  $1.8  $1.12


**A Major 4 - 5 string arpeggio shapes**
 

    $1.12  $1.9  $2.10  $3.9  $4.11  $3.9  $2.10  $1.9  $1.12  |  $1.12  $1.9  $2.10  $3.9  $4.11  $5.12  $4.11  $3.9  $2.10  $1.9  $1.12

**A Dim 4 - 5 string arpeggios**
   

    $1.11  $1.8  $2.10  $3.8  $4.10  $3.8  $2.10  $1.8  $1.11  |  $1.11  $1.8  $2.10  $3.8  $4.10  $5.12  $4.10  $3.8  $2.10  $1.8  $1.11


Remember that these examples are all triad arpeggios with A in the root, the shapes stay the same on the guitar no matter which chord your using, so if you want to move to another arpeggio simple move to the root note that you need on whatever string your starting from and apply the triad shape you need.

Its a good idea to try and play some songs you already know using these shapes instead of the chords you were using (don't worry about losing an extension or two for now).