A hearing aid system comprising a hearing aid, an external device and a communication link adapted to transmit data between the hearing aid and the external device; wherein the hearing aid comprises an acoustical-electrical input transducer, a first digital signal processor and an electrical-acoustical output transducer; wherein the external device comprises a second digital signal processor; wherein the first digital signal processor comprises a network that comprises a multitude of weights and that is configured, using the weights, to provide a processed output that is adapted to at least one of suppressing noise, enhancing a target sound, customizing the sound to a user preference and alleviating a hearing deficit of an individual wearing the hearing aid system; wherein the second digital signal processor is adapted to calculate the multitude of weights of the network; wherein the communication link is configured to transmit first data from the hearing aid and to the external device and second data from the external device and to the hearing aid; and wherein the first data comprises at least one of - a desired frequency dependent gain for the hearing aid, and - a desired frequency response for the hearing aid, and - a signal vector at least derived from an output signal from the acoustical-electrical input transducer, and - a signal vector at least derived from an input signal to the electrical-acoustical output transducer; wherein the second data comprises the multitude of weights; wherein the hearing aid system is configured such that the first data are transmitted from the hearing aid to the external device and in response hereto the second data is calculated by the external device based on the received first data and is transmitted from the external device to the hearing aid; and wherein at least one of the first and second data are transmitted at least once every second. wherein the hearing aid comprises an acoustical-electrical input transducer, a first digital signal processor and an electrical-acoustical output transducer; wherein the external device comprises a second digital signal processor; wherein the first digital signal processor comprises a network that comprises a multitude of weights and that is configured, using the weights, to provide a processed output that is adapted to at least one of suppressing noise, enhancing a target sound, customizing the sound to a user preference and alleviating a hearing deficit of an individual wearing the hearing aid system; wherein the second digital signal processor is adapted to calculate the multitude of weights of the network; wherein the communication link is configured to transmit first data from the hearing aid and to the external device and second data from the external device and to the hearing aid; and wherein the first data comprises at least one of - a desired frequency dependent gain for the hearing aid, and - a desired frequency response for the hearing aid, and - a signal vector at least derived from an output signal from the acoustical-electrical input transducer, and - a signal vector at least derived from an input signal to the electrical-acoustical output transducer; - a desired frequency dependent gain for the hearing aid, and - a desired frequency response for the hearing aid, and - a signal vector at least derived from an output signal from the acoustical-electrical input transducer, and - a signal vector at least derived from an input signal to the electrical-acoustical output transducer; wherein the second data comprises the multitude of weights; wherein the hearing aid system is configured such that the first data are transmitted from the hearing aid to the external device and in response hereto the second data is calculated by the external device based on the received first data and is transmitted from the external device to the hearing aid; and wherein at least one of the first and second data are transmitted at least once every second.