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Channel estimation and hybrid precoding are considered for multi-user millimeter wave massive multi-input multi-output system. A deep learning compressed sensing (DLCS) channel estimation scheme is proposed. The channel estimation neural network for the DLCS scheme is trained offline using simulated environments to predict the beamspace channel amplitude. Then the channel is reconstructed based on the obtained indices of dominant beamspace channel entries. A deep learning quantized phase (DLQP) hybrid precoder design method is developed after channel estimation. The training hybrid precoding neural network for the DLQP method is obtained offline considering the approximate phase quantization. Then the deployment hybrid precoding neural network (DHPNN) is obtained by replacing the approximate phase quantization with ideal phase quantization and the output of the DHPNN is the analog precoding vector. Finally, the analog precoding matrix is obtained by stacking the analog precoding vectors and the digital precoding matrix is calculated by zero-forcing. Simulation results demonstrate that the DLCS channel estimation scheme outperforms the existing schemes in terms of the normalized mean-squared error and the spectral efficiency, while the DLQP hybrid precoder design method has better spectral efficiency performance than other methods with low phase shifter resolution.