<p>Single-omics approaches often provide a limited perspective on complex biological systems, whereas multi-omics integration enables a more comprehensive understanding by combining diverse data views. However, integrating heterogeneous data types and interpreting complex relationships between biological features—both within and across views—remains a major challenge. Here, to address these challenges, we introduce COSIME (Cooperative Multi-view Integration with a Scalable and Interpretable Model Explainer). COSIME applies the backpropagation of a learnable optimal transport algorithm to deep neural networks, thus enabling the learning of latent features from several views to predict disease phenotypes. It also incorporates Monte Carlo sampling to enable interpretable assessments of both feature importance and pairwise feature interactions for both within and across views. We applied COSIME to both simulated and real-world datasets—including single-cell transcriptomics, spatial transcriptomics, epigenomics and metabolomics—to predict Alzheimer’s disease-related phenotypes. Benchmarking of existing methods demonstrated that COSIME improves prediction accuracy and provides interpretability. For example, it reveals that synergistic interactions between astrocyte and microglia genes associated with Alzheimer’s disease are more likely to localize at the edges of the middle temporal gyrus. Finally, COSIME is also publicly available as an open-source tool.</p>