In this paper, we propose a two-layer framework to learn the optimal handover (HO) controllers in possibly large-scale wireless systems supporting mobile Internet-of-Things (IoT) users or traditional cellular users, where the user mobility patterns could be heterogeneous. In particular, our proposed framework first partitions the user equipments (UEs) with different mobility patterns into clusters, where the mobility patterns are similar in the same cluster. Then, within each cluster, an asynchronous multi-user deep reinforcement learning scheme is developed to control the HO processes across the UEs in each cluster, in the goal of lowering the HO rate while ensuring certain system throughput. In this scheme, we use a deep neural network (DNN) as an HO controller learned by each UE via reinforcement learning in a collaborative fashion. Moreover, we use supervised learning in initializing the DNN controller before the execution of reinforcement learning to exploit what we already know with traditional HO schemes and to mitigate the negative effects of random exploration at the initial stage. Furthermore, we show that the adopted global-parameter-based asynchronous framework enables us to train faster with more UEs, which could nicely address the scalability issue to support large systems. Finally, simulation results demonstrate that the proposed framework can achieve better performance than the state-of-art on-line schemes, in terms of HO rates.