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Because of the influence of harsh and variable working environments, the vibration signals of rolling bearings for combine harvesters usually show obvious characteristics of strong non-stationarity and nonlinearity. Accomplishing accurate fault diagnosis using these signals for rolling bearings is a challenging subject. In this paper, a novel fault diagnosis method based on composite-scale-variable dispersion entropy (CSvDE) and self-optimization variational mode decomposition (SoVMD) is proposed, systematically combining the nonstationary signal analysis approach and machine learning technology. Firstly, an improved SoVMD algorithm is developed to realize adaptive parameter optimization and to further extract multiscale frequency components from original signals. Subsequently, a CSvDE-based feature learning model is established to generate the multiscale fault feature space (MsFFS) of frequency components for the improvement of fault feature learning ability. Finally, the generated MsFFS can serve as the inputs of the Softmax classifier for fault category identification. Extensive experiments on the vibration datasets collected from rolling bearings of combine harvesters are conducted, and the experimental results demonstrate the more superior and robust fault diagnosis performance of the proposed method compared to other existing approaches. [ABSTRACT FROM AUTHOR]