New technologies employed in fifth-generation, 5G and beyond wireless networks are based, among others, on a mixture of analog and digital beamforming for downlink communications. In this paper, hybrid beamforming in millimeter-wave (mmWave) cellular networks. is discussed as a solution to downlink communications problems. Additionally, a specially developed Exp3 algorithm was is proposed, that is based on artificial intelligence methods. The simulation results demonstrate the advantage of the proposed method of beamforming over the existing methods, such as the orthogonal matching pursuit (OMP) algorithm.