Feature-learning deep nets progressively collapse data to a regular low-dimensional geometry. How this emerges from the collective action of nonlinearity, noise, learning rate, and other factors, has eluded first-principles theories built from microscopic neuronal dynamics. We exhibit a noise-nonlinearity phase diagram that identifies regimes where shallow or deep layers learn more effectively and propose a macroscopic mechanical theory that reproduces the diagram and links feature learning across layers to generalization.