A hearing aid system comprising a first hearing aid with a first microphone (16,18) for provision of a first audio input signal in response to sound signals received at the first microphone in a sound environment, a first processor that is configured to process the first audio input signal in accordance with a signal processing algorithm F(Θ), where Θ is a set of signal processing parameters, to generate a first hearing loss compensated audio signal, and a first output transducer for providing a first acoustic output signal based on the first hearing loss compensated audio signal, a location detector configured for determining a geographical position of the hearing aid system, a first sound environment detector configured for determination of a category of the sound environment surrounding the hearing aid system by determination of a first set of probabilities indicating the probabilities of the sound environment belonging to respective categories, based on the first audio input signal and the determined geographical position of the hearing aid system, and provision of a first output to the first processor for selection of first values of the set of signal processing parameters Θ based on the first set of probabilities determined by the first sound environment detector, a user interface for allowing a user of the hearing aid system to make adjustment of at least one signal processing parameter θ ∈ Θ, and wherein the first sound environment detector is configured for recording of the adjustment of the at least one signal processing parameter θ ∈ Θ made by the user of the hearing aid system, provision of the first output to the first processor also based on the adjustment, recording the determined geographical position together with the determined category of the sound environment at the geographical position, and determining the category of the sound environment by increasing the probability that the current sound environment is of the previously recorded category of the sound environment that is within a distance threshold from the determined geographical position. a first microphone (16,18) for provision of a first audio input signal in response to sound signals received at the first microphone in a sound environment, a first processor that is configured to process the first audio input signal in accordance with a signal processing algorithm F(Θ), where Θ is a set of signal processing parameters, to generate a first hearing loss compensated audio signal, and a first output transducer for providing a first acoustic output signal based on the first hearing loss compensated audio signal, determination of a category of the sound environment surrounding the hearing aid system by determination of a first set of probabilities indicating the probabilities of the sound environment belonging to respective categories, based on the first audio input signal and the determined geographical position of the hearing aid system, and provision of a first output to the first processor for selection of first values of the set of signal processing parameters Θ based on the first set of probabilities determined by the first sound environment detector, recording of the adjustment of the at least one signal processing parameter θ ∈ Θ made by the user of the hearing aid system, provision of the first output to the first processor also based on the adjustment, recording the determined geographical position together with the determined category of the sound environment at the geographical position, and determining the category of the sound environment by increasing the probability that the current sound environment is of the previously recorded category of the sound environment that is within a distance threshold from the determined geographical position.