A hearing aid system comprising a first hearing aid (12, 12A, 12B) with a first microphone (14, 14A, 16, 16A) for provision of a first audio signal in response to sound signals received at the first microphone (14, 14A, 16, 16A) from a sound environment, a first hearing loss signal processor (18, 18A, 18B) that is adapted to process the first audio signal in accordance with a signal processing algorithm F(θ), where θ is a set of signal processing parameters θ of the signal processing algorithm F, to generate a first hearing loss compensated audio signal for compensation of a hearing loss of a user of the hearing aid system, a first output transducer (22, 22A, 22B) for providing a first output signal to a user of the hearing aid system based on the first hearing loss compensated audio signal, and a first interface adapted for data communication with one or more other devices (36, 38), a user interface, characterized in that the hearing aid system comprises an adjustment processor that is adapted for upon user entry of a first dissent input with the user interface: Calculating a set θ̂ of signal processing parameters with alternate values of one or more parameters of the set θ of signal processing parameters, and controlling the first hearing loss signal processor (18, 18A, 18B) to process the first audio signal with the signal processing algorithm F(θ) applying the set θ̂ of signal processing parameters for user evaluation of the first hearing loss compensated audio signal, and repeating, until the user has entered a consent input with the user interface; or, until the steps of calculating and controlling have been performed a specific maximum number of times, in absence of entry of the consent input and upon elapse of a specific period of time: Calculating a set θ̂ of signal processing parameters with alternate values of one or more parameters of the set θ of signal processing parameters, and controlling the first hearing loss signal processor (18, 18A, 18B) to process the first audio signal with the signal processing algorithm F(θ) applying the set θ̂ of signal processing parameters for user evaluation of the first hearing loss compensated audio signal. a first microphone (14, 14A, 16, 16A) for provision of a first audio signal in response to sound signals received at the first microphone (14, 14A, 16, 16A) from a sound environment, a first hearing loss signal processor (18, 18A, 18B) that is adapted to process the first audio signal in accordance with a signal processing algorithm F(θ), where θ is a set of signal processing parameters θ of the signal processing algorithm F, to generate a first hearing loss compensated audio signal for compensation of a hearing loss of a user of the hearing aid system, a first output transducer (22, 22A, 22B) for providing a first output signal to a user of the hearing aid system based on the first hearing loss compensated audio signal, and a first interface adapted for data communication with one or more other devices (36, 38), upon user entry of a first dissent input with the user interface: Calculating a set θ̂ of signal processing parameters with alternate values of one or more parameters of the set θ of signal processing parameters, and controlling the first hearing loss signal processor (18, 18A, 18B) to process the first audio signal with the signal processing algorithm F(θ) applying the set θ̂ of signal processing parameters for user evaluation of the first hearing loss compensated audio signal, and Calculating a set θ̂ of signal processing parameters with alternate values of one or more parameters of the set θ of signal processing parameters, and controlling the first hearing loss signal processor (18, 18A, 18B) to process the first audio signal with the signal processing algorithm F(θ) applying the set θ̂ of signal processing parameters for user evaluation of the first hearing loss compensated audio signal, and repeating, until the user has entered a consent input with the user interface; or, until the steps of calculating and controlling have been performed a specific maximum number of times, in absence of entry of the consent input and upon elapse of a specific period of time: Calculating a set θ̂ of signal processing parameters with alternate values of one or more parameters of the set θ of signal processing parameters, and