Diffusion-Guided Feature Selection via Nishimori Temperature: Noise-Based Spectral Embedding

We propose Noise-Based Spectral Embedding (NBSE), a physics-informed framework for selecting informative features from high-dimensional data without greedy search. NBSE constructs a sparse similarity graph on the samples and identifies the Nishimori temperature $β_N$ the critical inverse temperature at which the Bethe Hessian becomes singular. The corresponding smallest eigenvector captures the dominant mode of an intrinsically degree-corrected diffusion process, naturally reweighting nodes to prevent hub dominance. By transposing the data matrix and applying NBSE in feature space, we obtain a one-dimensional spectral embedding that reveals groups of redundant or semantically related dimensions; balanced binning then selects one representative per group. We prove that coloured Gaussian perturbations shift $β_N$ by at most $O(\barσ^2)$, guaranteeing robustness to measurement noise. Experiments on ImageNet embeddings from MobileNetV2 and EfficientNet-B4 show that NBSE preserves classification accuracy even under aggressive compression: on EfficientNet-B4 the accuracy drop is below $1\%$ when retaining only $30\%$ of features, outperforming ANOVA $F$-test and random selection by up to $6.8\%$.