Do not interrupt the Treatment just because you don't feel well in the first days. It is possible to speed the improvement treating with intravenous Antidepressants. Also, if the patient is in the hospital, he can rest as well as the family and he can recover faster from this bad phase. Depression is not a sign of weakness of character and does not heal only with positive thoughts. A person with Depression is usually completely undecided about everything.
Somebody has to make the decisions, including the one about beginning the treatment.
Sometimes the first medicine does not produce results. That does not mean that it is a serious case. In most cases a change of medication is enough. Even if you are already feeling well, do not interrupt the medication. Your doctor must decide when to decrease, interrupt or change the medication.