Automatic assembly has broad applications in industries. Traditional assembly tasks utilize predefined trajectories or tuned force control parameters, which make the automatic assembly time-consuming, difficult to generalize, and not robust to uncertainties. In this paper, we propose a learning framework for high precision industrial assembly. The framework combines both the supervised learning and the reinforcement learning. The supervised learning utilizes trajectory optimization to provide the initial guidance to the policy, while the reinforcement learning utilizes actor-critic algorithm to establish the evaluation system even the supervisor is not accurate. The proposed learning framework is more efficient compared with the reinforcement learning and achieves better stability performance than the supervised learning. The effectiveness of the method is verified by both the simulation and experiment.