Deep reinforcement learning has recently been widely applied in robotics to study tasks such as locomotion and grasping, but its application to social human-robot interaction (HRI) remains a challenge. In this paper, we present a deep learning scheme that acquires a prior model of robot approaching behavior in simulation and applies it to real-world interaction with a physical robot approaching groups of humans. The scheme, which we refer to as Staged Social Behavior Learning (SSBL), considers different stages of learning in social scenarios. We learn robot approaching behaviors towards small groups in simulation and evaluate the performance of the model using objective and subjective measures in a perceptual study and a HRI user study with human participants. Results show that our model generates more socially appropriate behavior compared to a state-of-the-art model.