In this paper, we consider the task of computing an independent set of maximum weight in a given $d$-claw free graph $G=(V,E)$ equipped with a positive weight function $w:V\rightarrow\mathbb{R}^+$. In doing so, $d\geq 2$ is considered a constant. The previously best known approximation algorithm for this problem is the local improvement algorithm SquareImp proposed by Berman. It achieves a performance ratio of $\frac{d}{2}+ε$ in time $\mathcal{O}(|V(G)|^{d+1}\cdot(|V(G)|+|E(G)|)\cdot (d-1)^2\cdot \left(\frac{d}{2ε}+1\right)^2)$ for any $ε>0$, which has remained unimproved for the last twenty years. By considering a broader class of local improvements, we obtain an approximation ratio of $\frac{d}{2}-\frac{1}{63,700,992}+ε$ for any $ε>0$ at the cost of an additional factor of $\mathcal{O}(|V(G)|^{(d-1)^2})$ in the running time. In particular, our result implies a polynomial time $\frac{d}{2}$-approximation algorithm. Furthermore, the well-known reduction from the weighted $k$-Set Packing Problem to the Maximum Weight Independent Set Problem in $k+1$-claw free graphs provides a $\frac{k+1}{2}-\frac{1}{63,700,992}+ε$-approximation algorithm for the weighted $k$-Set Packing Problem for any $ε>0$. This improves on the previously best known approximation guarantee of $\frac{k+1}{2}+ε$ originating from the result of Berman.