ADOPT: Additive Optimal Transport Regression

Regression models for responses $Y$ taking values in general metric spaces $(\mathcal{M}, d)$, with Euclidean predictors $X \in \mathbb{R}^p,$ has attracted growing interest in recent years. While additive regression is a powerful tool for enhancing interpretability and mitigating the curse of dimensionality in the presence of multivariate predictors, its direct extension is hindered by the absence of vector space operations in general metric spaces. We propose a novel framework for additive optimal transport regression, which incorporates additive structure through optimal geodesic transports. A key idea is to extend the notion of optimal transports in Wasserstein spaces to general geodesic metric spaces. This unified approach accommodates a wide range of responses, including probability distributions, symmetric positive definite (SPD) matrices with various metrics and spherical data. The practical utility of the method is illustrated with correlation matrices derived from resting state fMRI brain imaging data.