Automatic species classification of birds from their sound is a computational tool of increasing importance in ecology, conservation monitoring and vocal communication studies. To make classification useful in practice, it is crucial to improve its accuracy while ensuring that it can run at big data scales. Many approaches use acoustic measures based on spectrogram-type data, such as the Mel-frequency cepstral coefficient (MFCC) features which represent a manually-designed summary of spectral information. However, recent work in machine learning has demonstrated that features learnt automatically from data can often outperform manually-designed feature transforms. Feature learning can be performed at large scale and "unsupervised", meaning it requires no manual data labelling, yet it can improve performance on "supervised" tasks such as classification. In this work we introduce a technique for feature learning from large volumes of bird sound recordings, inspired by techniques that have proven useful in other domains. We experimentally compare twelve different feature representations derived from the Mel spectrum (of which six use this technique), using four large and diverse databases of bird vocalisations, with a random forest classifier. We demonstrate that MFCCs are of limited power in this context, leading to worse performance than the raw Mel spectral data. Conversely, we demonstrate that unsupervised feature learning provides a substantial boost over MFCCs and Mel spectra without adding computational complexity after the model has been trained. The boost is particularly notable for single-label classification tasks at large scale. The spectro-temporal activations learned through our procedure resemble spectro-temporal receptive fields calculated from avian primary auditory forebrain.