you can either rest, or slow the pace of your training (your injury might take longer time to heal, though), if you decide to keep on training, make sure before training you rub your elbow with pain reliever/balm and massage it thoroughly, then put on elbow guard so that it won't be so painful. And don't forget to compress it with ice after training. Do light stretching on your elbow before entering the mat, that way your elbow is already warmed up before you warm up your other body parts.
But, if the pain get worse, i'm afraid you gotta take some break.
good luck and get well soon, steven