I think the philosopher who had the most influence on Einstein (and on other physicists of the early 20th century) was Arthur Schopenhauer:

> Schopenhauer was well read by physicists, most notably Einstein, Schrödinger, Wolfgang Pauli, and Majorana. Einstein described Schopenhauer's thoughts as a "continual consolation" and called him a genius. In his Berlin study three figures hung on the wall: Faraday, Maxwell, Schopenhauer. Konrad Wachsmann recalled: "He often sat with one of the well-worn Schopenhauer volumes, and as he sat there, he seemed so pleased, as if he were engaged with a serene and cheerful work."

> When Erwin Schrödinger discovered Schopenhauer ("the greatest savant of the West") he considered switching his study of physics to philosophy. He maintained the idealistic views during the rest of his life. Wolfgang Pauli accepted the main tenet of Schopenhauer's metaphysics, that the thing-in-itself is will.

https://en.wikipedia.org/wiki/Arthur_Schopenhauer#Influence_...