code: public void setDenseFeature(ConcatVector vector, String featureName, double[] value) {
          vector.setDenseComponent(ensureFeature(featureName), value);
      }
docs: This adds a dense feature to a vector, setting the appropriate component of the given vector to the passed in
  value.
  @param vector the vector
  @param featureName the feature whose value to set
  @param value the value we want to set this vector to