Multilayer networks preserve full information about the different interactions among the constituents of a complex system, and have recently proven quite useful in modelling transportation networks, social circles, and the human brain. A fundamental and still open problem is to assess if and when the multilayer representation of a system provides a qualitatively better model than the classical single-layer aggregated network. Here we tackle this problem from an algorithmic information theory perspective. We propose an intuitive way to encode a multilayer network into a bit string, and we define the complexity of a multilayer network as the ratio of the Kolmogorov complexity of the bit strings associated to the multilayer and to the corresponding aggregated graph. We find that there exists a maximum amount of additional information that a multilayer model can encode with respect to the equivalent single-layer graph. We show how our complexity measure can be used to obtain low-dimensional representations of multidimensional systems, to cluster multilayer networks into a small set of meaningful super-families, and to detect tipping points in the evolution of different time-varying multilayer graphs. Interestingly, the low-dimensional multiplex networks obtained with the proposed method also retain most of the dynamical properties of the original systems, as demonstrated for instance by the preservation of the epidemic threshold in the multiplex SIS model. These results suggest that information-theoretic approaches can be effectively employed for a more systematic analysis of static and time-varying multidimensional complex systems.

28 pages, 17 figures, 3 tables