The vibration signal induced by bearing local fault has strong nonstationary and nonlinear property, which indicates that the conventional methods are difficult to recognize bearing fault patterns effectively. Hence, to obtain an efficient diagnosis result, the paper proposes an intelligent fault diagnosis approach for rolling bearing integrated symplectic geometry mode decomposition (SGMD), improved multiscale symbolic dynamic entropy (IMSDE) and multiclass relevance vector machine (MRVM). Firstly, SGMD is employed to decompose the original bearing vibration signal into several symplectic geometry components (SGC), which is aimed at reconstructing the original bearing vibration signal and achieving the purpose of noise reduction. Secondly, the bat algorithm (BA)-based optimized IMSDE is presented to evaluate the complexity of reconstruction signal and extract bearing fault features, which can solve the problems of missing of partial fault information existing in the original multiscale symbolic dynamic entropy (MSDE). Finally, IMSDE-based bearing fault features are fed to MRVM for achieving the identification of bearing fault categories. The validity of the proposed method is verified by the experimental and contrastive analysis. The results show that our approach can precisely identify different fault patterns of rolling bearings. Moreover, our approach can achieve higher recognition accuracy than several existing methods involved in this paper. This study provides a new research idea for improvement of bearing fault identification.