Integrated Feature Selection for classification and Representation Learning with Group-Lasso Siamese Networks

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 $6.8\%$.

The LASSO-Clip-EN (LCEN) algorithm was previously introduced for nonlinear, interpretable feature selection and machine learning. However, its design and use was limited to regression tasks. In this work, we create a modified version of the LCEN algorithm that is suitable for classification tasks and maintains its desirable properties, such as interpretability. This modified LCEN algorithm is evaluated on four widely used binary and multiclass classification datasets. In these experiments, LCEN is compared against 10 other model types and consistently reaches high test-set macro F$_1$ score and Matthews correlation coefficient (MCC) metrics, higher than that of the majority of investigated models. LCEN models for classification remain sparse, eliminating an average of 56% of all input features in the experiments performed. Furthermore, LCEN-selected features are used to retrain all models using the same data, leading to statistically significant performance improvements in three of the experiments and insignificant differences in the fourth when compared to using all features or other feature selection methods. Simultaneously, the weighted focal differentiable MCC (diffMCC) loss function is evaluated on the same datasets. Models trained with the diffMCC loss function are always the best-performing methods in these experiments, and reach test-set macro F$_1$ scores that are, on average, 4.9% higher and MCCs that are 8.5% higher than those obtained by models trained with the weighted cross-entropy loss. These results highlight the performance of LCEN as a feature selection and machine learning algorithm also for classification tasks, and how the diffMCC loss function can train very accurate models, surpassing the weighted cross-entropy loss in the tasks investigated.

Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization. Although adversarial training has been widely used to improve model robustness, its interaction with hierarchical sparse feature selection remains underexplored. In this work, we propose Adversarial LassoNet (AdLNet), a stability-driven sparse feature selection framework that integrates input-space adversarial perturbations with the hierarchical sparsity mechanism of LassoNet. We derive a tractable first-order adversarial approximation under local smoothness assumptions and provide an NTK-inspired spectral analysis to characterize how perturbation-driven training can reduce gradient concentration. Experiments on high-dimensional SERS data, six public benchmark datasets, and ColoredMNIST show that AdLNet maintains competitive sparse-selection performance while improving out-of-distribution robustness by 4.4% and feature support reproducibility by 6.3% under nearly matched support sparsity on ColoredMNIST. On the high-dimensional lung cancer screening dataset, AdLNet achieves a 5.3% test accuracy gain and a 6.0% AUC improvement over vanilla LassoNet. Code and dataset are available at https://github.com/719573/Adversarial-LassoNet.