The total generalized variation extends the total variation by incorporating higher-order smoothness. Thus, it can also suffer from similar discretization issues related to isotropy. Inspired by the success of novel discretization schemes of the total variation, there has been recent work to improve the second-order total generalized variation discretization, based on the same design idea. In this work, we propose to extend this to a general discretization scheme based on interpolation filters, for which we prove variational consistency. We then describe how to learn these interpolation filters to optimize the discretization for various imaging applications. We illustrate the performance of the method on a synthetic data set as well as for natural image denoising.