Broad learning systems (BLSs) have attracted considerable attention due to their powerful ability in efficient discriminative learning. In this article, a modified BLS with reinforcement learning signal feedback (BLRLF) is proposed as an efficient method for improving the performance of standard BLS. The main differences between our research and BLS are as follows. First, we add weight optimization after adding additional nodes or new training samples. Motivated by the weight iterative optimization in the convolution neural network (CNN), we use the output of the network as feedback while employing value iteration (VI)-based adaptive dynamic programming (ADP) to facilitate calculation of near-optimal increments of connection weights. Second, different from the homogeneous incremental algorithms in standard BLS, we integrate those broad expansion methods, and the heuristic search method is used to enable the proposed BLRLF to optimize the network structure autonomously. Although the training time is affected to a certain extent compared with BLS, the newly proposed BLRLF still retains a fast computational nature. Finally, the proposed BLRLF is evaluated using popular benchmarks from the UC Irvine Machine Learning Repository and many other challenging data sets. These results show that BLRLF outperforms many state-of-the-art deep learning algorithms and shallow networks proposed in recent years.