The Targum on 1 Chronicles 1:5 translates Madai as Chamadai. An ancient source states that Madai is to the west of Gomer and Magog, on the shores and the islands (Yov'loth 9:9). (See Herodotus 7:62).
Josephus makes confuses them with Midian the ancestor of Medes (Josephus; Yerushalmi, Megillah 1:9). This is also the opinion of the Talmud (Yoma 10a, cf. Hagahoth Beth Chadash, Rabbenu Chananel ad loc; Eyn Yaakov ibid.).
