A Robotic Mobile Fulfillment System is a robotised parts-to-picker system that is particularly well-suited for e-commerce warehousing. One distinguishing feature of this type of warehouse is its high storage modularity. Numerous robots are moving shelves simultaneously, and the shelves can be returned to any open location after the picking operation is completed. This work focuses on the real-time storage allocation problem to minimise the travel time of the robots. An efficient -- but computationally costly -- Monte Carlo Tree Search method is used offline to generate high-quality experience. This experience can be learned by a neural network with a proper coordinates-based features representation. The obtained neural network is used as an action predictor in several new storage policies, either as-is or in rollout and supervised tree search strategies. Resulting performance levels depend on the computing time available at a decision step and are consistently better compared to real-time decision rules from the literature.