The invention concerns a hearing device having an input transducer and an output transducer with a signal path therebetween, signal processing means connected in said signal path for influencing a signal in the signal path dependent on a PPS (processing parameter set), and a PPS memory accessible by the signal processor means for storing a number of different PPS's for use by the signal processing means. The system has means for monitoring the acoustic environment in a learning mode, where the user chooses the PPS to be used in the signal processing. Later in an automatic mode the hearing aid system chooses the PPS based on a comparison of the current acoustic environment with the monitored environment in the learning phase.