In order to ensure safe operation, robots must be able to reliably detect behavior perturbations that result from unexpected physical interactions with their environment and human co-workers. While some robots provide firmware force sensors that generate rough force estimates, more accurate force measurements are usually achieved with dedicated force-torque sensors. However, such sensors are often heavy, expensive and require an additional power supply. In the case of lightweight manipulators, the already limited payload capabilities may be reduced in a significant way. This paper presents an experience-based approach for accurately estimating external forces being applied to a robot without the need for a forcetorque sensor. Using Information Transfer, a subset of sensors relevant to the executed behavior are identified from a larger set of internal sensors. Models mapping robot sensor data to force-torque measurements are learned using a neural network. These models can be used to predict the magnitude and direction of perturbations from affordable, proprioceptive sensors only. Experiments with a UR5 robot show that our method yields force estimates with accuracy comparable to a dedicated force-torque sensor. Moreover, our method yields a substantial improvement in accuracy over force-torque values provided by the robot firmware.