In brain network analysis, individual-level data can provide biological features of individuals, while population-level data can provide demographic information of populations. However, existing methods mostly utilize either individual- or population-level features separately, inevitably neglecting the multi-level characteristics of brain disorders. To address this issue, we propose an end-to-end multi-graph neural network model called KMGCN. This model simultaneously leverages individual- and population-level features for brain network analysis. At the individual level, we construct multi-graph using both knowledge-driven and data-driven approaches. Knowledge-driven refers to constructing a knowledge graph based on prior knowledge, while data-driven involves learning a data graph from the data itself. At the population level, we construct multi-graph using both imaging and phenotypic data. Additionally, we devise a pooling method tailored for brain networks, capable of selecting brain regions that impact brain disorders. We evaluate the performance of our model on two large datasets, ADNI and ABIDE, and experimental results demonstrate that it achieves state-of-the-art performance, with 86.87% classification accuracy for ADNI and 86.40% for ABIDE, accompanied by around 10% improvements in all evaluation metrics compared to the state-of-the-art models. Additionally, the biomarkers identified by our model align well with recent neuroscience research, indicating the effectiveness of our model in brain network analysis and potential biomarker discovery. The code is available at https://github.com/GN-gjh/KMGCN.
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