code: public void setCalibrationHoldOut(double holdOut)
      {
          if(Double.isNaN(holdOut) || holdOut <= 0 || holdOut >= 1)
              throw new IllegalArgumentException("HoldOut must be in (0, 1), not " + holdOut);
          this.holdOut = holdOut;
      }
docs: If the calibration mode is set to {@link CalibrationMode#HOLD_OUT}, this
  what portion of the data set is randomly selected to be the hold out set.
  The default is 0.3.
  
  @param holdOut the portion in (0, 1) to hold out