Retrieval plays a fundamental role in recommendation systems, search, and natural language processing by efficiently finding relevant items from a large corpus given a query. Dot products have been widely used as the similarity function in such retrieval tasks, thanks to Maximum Inner Product Search (MIPS) that enabled efficient retrieval based on dot products. However, state-of-the-art retrieval algorithms have migrated to learned similarities. Such algorithms vary in form; the queries can be represented with multiple embeddings, complex neural networks can be deployed, the item ids can be decoded directly from queries using beam search, and multiple approaches can be combined in hybrid solutions. Unfortunately, we lack efficient solutions for retrieval in these state-of-the-art setups. Our work investigates techniques for approximate nearest neighbor search with learned similarity functions. We first prove that Mixture-of-Logits (MoL) is a universal approximator, and can express all learned similarity functions. We next propose techniques to retrieve the approximate top K results using MoL with a tight bound. We finally compare our techniques with existing approaches, showing that MoL sets new state-of-the-art results on recommendation retrieval tasks, and our approximate top-k retrieval with learned similarities outperforms baselines by up to two orders of magnitude in latency, while achieving > .99 recall rate of exact algorithms.