I got really excited about thresholdout a couple weeks ago, but I've since cooled; setting the threshold seems like too much black magic.

I thought the Zillow blogpost [1] was a nice intro (and I'm a sucker for Seinfeld references), and it demonstrates the sensitivity-to-threshold value in a way the original academic authors never did.

[1]: https://www.zillow.com/data-science/double-dip-holdout-set/