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A key feature of inductive logic programming (ILP) is its ability to learn first-order programs, which are intrinsically more expressive than propositional programs. In this paper, we introduce ILP techniques to learn higher-order programs. We implement our idea in Metagolho, an ILP system which can learn higher-order programs with higher-order predicate invention. Our experiments show that, compared to first-order programs, learning higher-order programs can significantly improve predictive accuracies and reduce learning times.