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Hybrid precoders and combiners are designed for cooperative cell-free multi-user millimeter wave (mmWave) multiple-input multiple-output (MIMO) cellular networks for low complexity interference mitigation. Initially, we derive an optimal hybrid transmit beamformer (HTBF) for a broadcast scenario considering both total and per access point (AP) power constraints. Next, an optimal successive hybrid beamformer technique is proposed for unicast and multicast scenarios which relies on the optimal minimum variance distortionless response (MVDR). We demonstrate that it mitigates both the interuser and intergroup interference, while successively ensuring orthogonality to the previously scheduled users/user groups. Furthermore, it is shown theoretically that the proposed schemes are capable of supporting a large number of users. Subsequently, a Bayesian learning (BL) based method is conceived for jointly designing the RF and baseband precoders/combiners for the various scenarios considered. Furthermore, we also conceive the uplink counterpart of our HTBF scheme, which is based on maximizing the signal-tointerference-plus noise ratio (SINR) of each individual user. Finally, the efficacy of the proposed schemes is characterized by our extensive simulation results in terms of cancelling the interuser/intergroup interference, which improves the spectral efficiency.