Parkinson's disease (PD) is known as an irreversible neurodegenerative disease that mainly affects the patient's motor system. Early classification and regression of PD are essential to slow down this degenerative process from its onset. In this article, a novel adaptive unsupervised feature selection approach is proposed by exploiting manifold learning from longitudinal multimodal data. Classification and clinical score prediction are performed jointly to facilitate early PD diagnosis. Specifically, the proposed approach performs united embedding and sparse regression, which can determine the similarity matrices and discriminative features adaptively. Meanwhile, we constrain the similarity matrix among subjects and exploit the l2,p norm to conduct sparse adaptive control for obtaining the intrinsic information of the multimodal data structure. An effective iterative optimization algorithm is proposed to solve this problem. We perform abundant experiments on the Parkinson's Progression Markers Initiative (PPMI) data set to verify the validity of the proposed approach. The results show that our approach boosts the performance on the classification and clinical score regression of longitudinal data and surpasses the state-of-the-art approaches.