Hybrid beamforming (HBF) design is a crucial stage in millimeter wave (mmWave) multi-user multi-input multi-output (MU-MIMO) systems. However, conventional HBF methods are still with high complexity and strongly rely on the quality of channel state information. We propose an extreme learning machine (ELM) framework to jointly optimize transmitting and receiving beamformers. Specifically, to provide accurate labels for training, we first propose an factional-programming and majorization-minimization based HBF method (FP-MM-HBF). Then, an ELM based HBF (ELM-HBF) framework is proposed to increase the robustness of beamformers. Both FP-MM-HBF and ELM-HBF can provide higher system sum-rate compared with existing methods. Moreover, ELM-HBF cannot only provide robust HBF performance, but also consume very short computation time.