I'm going to give my improv teacher feedback
Feedback on what exactly?
I'm going to share my impression of my teacher with him/her, I think it will make him happy
It likely will make them happy. It'll probably show off what you've been learning in their class.
I jus want to give them a few tips to improve their teaching.
If you have a good relationship, then I think it's okay! Some teachers take their position of authority quite seriously, so it can be quite a risk to want to tell a teacher what to do.