If you work consistently on this, yes it will improve. Some horses really just don't like to be alone, but as your bond improves with him and as you become a more confident rider you'll definitely be able to ride him through those situations.
Just remember to BREATHE, talk to him, and keep his feet moving. Where you're a beginner, you may want to do this gradually(ride with someone, then ride a few feet away, then ride a few yards away, etc) So that he gradually learns it's okay to be alone.
If that's all that you're having trouble with, you have a gem of a horse! It's good to have something like this to work with him on, you'll be so proud when you get him to that point :)
A horse is the projection of peoples' views about themselves--strong, powerful, beautiful--and it has the capability of giving us escape from our mundane existance.