The hypothesis that midbrain dopamine (DA) neurons broadcast a reward prediction error (RPE) is among the great successes of computational neuroscience. However, recent results contradict a core aspect of this theory: specifically that the neurons convey a scalar, homogeneous signal. While the predominant family of extensions to the RPE model replicates the classic model in multiple parallel circuits, we argue that these models are ill suited to explain reports of heterogeneity in task variable encoding across DA neurons. Instead, we introduce a complementary 'feature-specific RPE' model, positing that individual ventral tegmental area DA neurons report RPEs for different aspects of an animal's moment-to-moment situation. Further, we show how our framework can be extended to explain patterns of heterogeneity in action responses reported among substantia nigra pars compacta DA neurons. This theory reconciles new observations of DA heterogeneity with classic ideas about RPE coding while also providing a new perspective of how the brain performs reinforcement learning in high-dimensional environments.