Why are some people more creative than others? How do human brain networks evolve over time? A key stepping stone to both mysteries and many more is to compare weighted brain networks. In contrast to networks arising from other application domains, the brain network exhibits its own characteristics (e.g., high density, indistinguishability), which makes any off-the-shelf data mining algorithm as well as visualization tool sub-optimal or even mis-leading. In this paper, we propose a shift from the current mining-then-visualization paradigm, to jointly model these two core building blocks (i.e., mining and visualization) for brain network comparisons. The key idea is to integrate the human perception constraint into the mining block earlier so as to guide the analysis process. We formulate this as a multi-objective feature selection problem, and propose an integrated framework, BrainQuest, to solve it. We perform extensive empirical evaluations, both quantitatively and qualitatively, to demonstrate the effectiveness and efficiency of our approach.