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Early fault detection (EFD) of rolling bearings can recognize slight deviation of the health states and contribute to the stability of mechanical systems. In practice, very limited target bearing data are available to conduct EFD, which makes it hard to adapt to the EFD task of new bearings. To address this problem, many transfer learning based EFD methods utilize historical data to learn transferable domain knowledge and conduct early fault detection on new target bearings. However, most existing methods only consider the distribution drift across different working conditions but ignore the difference between bearings under the same working condition, which is called Unit-to-Unit Variability (UtUV). The setting of EFD with limited target data considering UtUV can be formulated as a Few-shot Anomaly Detection task. Therefore, this paper proposes a novel EFD method based on meta-learning considering UtUV. The proposed method can learn a generic metric based on Relation Network (RN) to measure the similarity between normal data and the new arrival target bearing data. Besides, the proposed method utilizes a health state embedding strategy to decrease false alarms. The performance of proposed method is tested on two bearing datasets. The results show that the proposed method can detect incipient faults earlier than the baselines with lower false alarms.