if you have dysthymia characterized by
anhedonia, don't scale back on meds unless you have observable improvements through dancing. tango especially is unlikely to be a quick-fix - it's a tough dance, and takes a while for a new dancer to be embraced by tango communities in many places. there are other easier dances that will offer a person quicker learning and integration into the community - thereby providing significant social interactions, friendships etc.
also dancing in general can provide easy access to the good habits that help with the fight against depression, but meds like SSRI's help you at a neurochemical level - postive experiences and meds complement one another - they are not exactly interchageable.