Yes. You can use mysql database to connect with Interactive reporting studio.
For Linux here is the Oracle Knowledge base article.
How to Configure MySQL Database as a Datasource for System 9 on Linux? (Doc ID 852289.1)
For windows environment, check the below document.
Create and Configure a Connection for Hyperion BI+ Interactive Reporting to an Oracle Database (Doc ID 1050593.1)
In the second document use the odbc driver instead of Oracle net for MYSQL.
Generally you should be able to use using the datadirect ODBC drivers which comes with the Interactive Reporting installation. You could also refer the support matrix which also has information on which database client is supported : Supported Platforms Matrices - Oracle Enterprise Performance Management System