Assembly tasks executed by a robot have been studied broadly. Robot assembly applications in industry are achievable by a well-structured environment, where the parts to be assembled are located in the working space by fixtures. Recent changes in manufacturing requirements, due to unpredictable demanded products, push the factories to seek new smart solutions that can autonomously recover from failure conditions. In this way, new dual arm robot systems have been studied to design and explore applications based on its dexterity. It promises the possibility to get rid of fixtures in assembly tasks, but using less fixtures increases the uncertainty on the location of the components in the working space. It also increases the possibility of collisions during the assembly sequence. Under these considerations, adding perception such as force/torque sensors have been done to produce useful data to perform control actions. Unfortunately, the interaction forces between mating parts produced non-linear behavior. Consequently, machine learning algorithms have been considered an alternative tool to avoid the non-linearity. In this work we introduce an assembly strategy for an industrial dual arm robot based on the combination of a discrete event controller and Deep Neural Networks (DNN) to solve the peg-in-hole assembly. Our results show the difference between the use of DNN with one and with two force/torque sensors during the assembly task and demonstrate a 30% increase in the assembly success ratio when using a double force/torque sensor.