The mechanism of finger flame acceleration at the early stage of burning in tubes was studied experimentally by Clanet and Searby [Combust. Flame 105 (1996) 2251 for slow propane-air flames, and elucidated analytically and computationally by Bychkov et al. [Combust. Flame 150 (2007) 2631 in the limit of incompressible flow. We have now analytically, experimentally and computationally studied the finger flame acceleration for fast burning flames, when the gas compressibility assumes an important role. Specifically, we have first developed a theory through small Mach number expansion up to the first-order terms, demonstrating that gas compression reduces the acceleration rate and the maximum flame tip velocity, and thereby moderates the finger flame acceleration noticeably. This is an important quantitative correction to previous theoretical analysis. We have also conducted experiments for hydrogen-oxygen mixtures with considerable initial values of the Mach number, showing finger flame acceleration with the acceleration rate much smaller than those obtained previously for hydrocarbon flames. Furthermore, we have performed numerical simulations for a wide range of initial laminar flame velocities, with the results substantiating the experiments. It is shown that the theory is in good quantitative agreement with numerical simulations for small gas compression (small initial flame velocities). Similar to previous works, the numerical simulation shows that finger flame acceleration is followed by the formation of the "tulip" flame, which indicates termination of the early acceleration process.