In this paper, we propose a new memory network structure for few-shot video classification by making the following contributions. First, we propose a compound memory network (CMN) structure under the key-value memory network paradigm, in which each key memory involves multiple constituent keys... These constituent keys work collaboratively for training, which enables the CMN to obtain an optimal video representation in a larger space. Second, we introduce a multi-saliency embedding algorithm which encodes a variable-length video sequence into a fixed-size matrix representation by discovering multiple saliencies of interest. For example, given a video of car auction, some people are interested in the car, while others are interested in the auction activities. Third, we design an abstract memory on top of the constituent keys. The abstract memory and constituent keys form a layered structure, which makes the CMN more efficient and capable of being scaled, while also retaining the representation capability of the multiple keys. We compare CMN with several state-of-the-art baselines on a new few-shot video classification dataset and show the effectiveness of our approach. (read more)