Joint inversion integrates various geophysical data in a unified framework to reveal different subsurface properties. Existing methods often require predefined correlations through mathematical equations or training datasets, heavily relying on prior information. Additionally, integrating multi-physics data with different sensitivities is challenging. To address these limitations, we propose a novel approach that utilizes U-net to automatically establish correlations during inversion, which yields consistent inverted models across different resolutions. Different properties are represented by U-net parameters and solved by minimizing multi-modality data misfits simultaneously. We validate our approach through structure-constrained electromagnetic inversion, joint seismic and gravity inversion, and joint electromagnetic, seismic, and gravity inversion with synthetic data. This study affirms the feasibility of leveraging machine intelligence to automatically integrate multiple geophysical data for precise subsurface characterization.