learning Yngwie by ear is way out of my league, but one thing that's helped me more than anything else is to think about like like you're singing. Concentrate on melody more than playing the notes inside of it. Even a completely ****ty 4-note solo that has its own life instead of just filling space is good. If you can't imagine someone singing something back to you you had better be playing it faster than a bat out of hell because otherwise it's not going to do anything for the song, and even then you gotta be careful.
"If one has realized a truth, that truth is valueless so long as there is lacking the indomitable will to turn this realization into action!"
-A.H.