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We show that a rate of conditional Shannon entropy reduction, characterizing the learning of an internal process about an external process, is bounded by the thermodynamic entropy production. This approach allows for the definition of an informational efficiency that can be used to study cellular information processing. We analyze three models of increasing complexity inspired by the Escherichia coli sensory network, where the external process is an external ligand concentration jumping between two values. We start with a simple model for which ATP must be consumed so that a protein inside the cell can learn about the external concentration. With a second model for a single receptor we show that the rate at which the receptor learns about the external environment can be nonzero even without any dissipation inside the cell since chemical work done by the external process compensates for this learning rate …