num_vecs = 10 is not a reasonable setup, because as long as we can easily compute the gaussian kernel matrix upfront we don't need any approximations. And for n=10 the pure gaussian kernel will always win. And we can easily compute it for n up to say 10000. So we don't need any approximations. So try with say 10 or 100 or 1000 dims and 100k 1e6, 1e7 examples!