The cenreg Package

The Python package cenreg is repository for probabilistic forecasts such as quantile regression and distribution regression and for censored regression such as survival analysis and interval-censored data analysis.

Getting Started

Prerequisites

You first need to install SurvSet via pip

pip install SurvSet

Additionally, denpending on the models you want to use, you also need to install

• LightGBM
• PyTorch

Installation

You can install cenreg via pip:

pip install cenreg

Run Sample Code

You can find our sample codes in the notebooks directory.

Documentation

Read the documentation to get started.

Citation

[1] H. Yanagisawa and S. Akiyama, Survival Analysis via Density Estimation, ICML 2025 (Paper in OpenReview)

  @InProceedings{yanagisawa2025survival,
    author    = {Yanagisawa, Hiroki and Akiyama, Shunta},
    booktitle = {Proceedings of ICML 2025},
    title     = {Survival Analysis via Density Estimation},
    year      = {2025},
  }

[2] H. Yanagisawa, Proper Scoring Rules for Survival Analysis, ICML 2023

@InProceedings{yanagisawa2023proper,
   author    = {Yanagisawa, Hiroki},
   booktitle = {Proceedings of ICML 2023},
   title     = {Proper Scoring Rules for Survival Analysis},
   year      = {2023},
}