Invariance describes transformations that do not alter data's underlying semantics. Neural networks that preserve natural invariance capture good inductive biases and achieve superior performance. Hence, modern networks are handcrafted to handle well-known invariances (ex. translations). We propose a framework to learn novel network architectures that capture data-dependent invariances via pruning. Our learned architectures consistently outperform dense neural networks on both vision and tabular datasets in both efficiency and effectiveness. We demonstrate our framework on multiple deep learning models across 3 vision and 40 tabular datasets.