  Recent advancements in reinforcement learning (RL) have led to remarkable
achievements in robot locomotion capabilities. However, the complexity and
``black-box'' nature of neural network-based RL policies hinder their
interpretability and broader acceptance, particularly in applications demanding
high levels of safety and reliability. This paper introduces a novel approach
to distill neural RL policies into more interpretable forms using Gradient
Boosting Machines (GBMs), Explainable Boosting Machines (EBMs) and Symbolic
Regression. By leveraging the inherent interpretability of generalized additive
models, decision trees, and analytical expressions, we transform opaque neural
network policies into more transparent ``glass-box'' models. We train expert
neural network policies using RL and subsequently distill them into (i) GBMs,
(ii) EBMs, and (iii) symbolic policies. To address the inherent distribution
shift challenge of behavioral cloning, we propose to use the Dataset
Aggregation (DAgger) algorithm with a curriculum of episode-dependent
alternation of actions between expert and distilled policies, to enable
efficient distillation of feedback control policies. We evaluate our approach
on various robot locomotion gaits -- walking, trotting, bounding, and pacing --
and study the importance of different observations in joint actions for
distilled policies using various methods. We train neural expert policies for
205 hours of simulated experience and distill interpretable policies with only
10 minutes of simulated interaction for each gait using the proposed method.
