  Information-to-energy conversion with feedback measurement stands as one of
the most intriguing aspects of the thermodynamics of information in the
nanoscale. To date, experiments have focused on feedback protocols for work
extraction. Here we address the novel case of dissipation reduction in
non-equilibrium systems with feedback. We perform pulling experiments on DNA
hairpins with optical tweezers, with a general feedback protocol based on
multiple measurements that includes either discrete-time or continuous-time
feedback. While feedback can reduce dissipation, it remains unanswered whether
it also improves free energy determination (information-to-measurement
conversion). We define thermodynamic information {\Upsilon} as the natural
logarithm of the feedback efficacy, a quantitative measure of the efficiency of
information-to-energy and information-to-measurement conversion in feedback
protocols. We find that discrete and continuous-time feedback reduces
dissipation by roughly kBT{\Upsilon} without improvement in free energy
determination. Remarkably, a feedback strategy (defined as a correlated
sequence of feedback protocols) further reduces dissipation, enhancing
information-to-measurement efficiency. Our study underlines the role of
temporal correlations to develop feedback strategies for efficient
information-to-energy conversion in small systems.
