A hearing device comprising: - an input transducer for picking up environment sounds, - a signal processing unit for adapting sounds to a hearing loss of a hearing device user, - an output transducer for delivering adapted sounds to an ear of said hearing device user, - a fitting interface for adjusting said hearing device to the needs of said hearing device user, - a first user control for allowing said hearing device user to switch on and off said hearing device, - a second user control by which at least one audio processing parameter of said signal processing unit is adjustable by said hearing device user, - a non-volatile memory, - a controller, wherein said fitting interface is adapted to write a value indicative of a target power-on value (tPOV) for said audio processing parameter to said non-volatile memory, and wherein said controller is adapted to carry out the following steps: a) upon a power-on, setting said audio processing parameter to a power-on value, wherein said power-on-value is stored in said non-volatile memory or is calculated from values stored in said non-volatile memory, b) allowing said hearing device user to continuously perform one or more adjustment actions by said user control for adjusting said audio processing parameter to his or her preferences in varying listening situations, c) executing an acclimatization algorithm simultaneously with step b), after step b) and/or before step a), wherein said acclimatization algorithm is designed to approximate said power-on value in more than a week to said target power-on value (tPOV), and wherein said acclimatization algorithm determines a replacement value (rPOV) for said power-on value taking into account which setting or settings for said audio processing parameter has or have been set by said hearing device user and how long said setting or settings have been active, d) repeating steps a) to c) until said power-on value is sufficiently close to said target power-on value (tPOV) such that an acclimatization phase termination condition is fulfilled, characterized in that said acclimatization algorithm is a biased user preference learning algorithm, wherein said biased user preference learning algorithm determines a setting statistically preferred by said hearing device user for said audio processing parameter, and wherein said biased user preference learning algorithm is responsive to adjustment actions by said second user control in a way that adjustments in a first adjustment direction are taken into account stronger than adjustments in an opposing second adjustment direction, wherein said first adjustment direction is a direction towards said target power-on value (tPOV). - an input transducer for picking up environment sounds, - a signal processing unit for adapting sounds to a hearing loss of a hearing device user, - an output transducer for delivering adapted sounds to an ear of said hearing device user, - a fitting interface for adjusting said hearing device to the needs of said hearing device user, - a first user control for allowing said hearing device user to switch on and off said hearing device, - a second user control by which at least one audio processing parameter of said signal processing unit is adjustable by said hearing device user, - a non-volatile memory, - a controller, a) upon a power-on, setting said audio processing parameter to a power-on value, wherein said power-on-value is stored in said non-volatile memory or is calculated from values stored in said non-volatile memory, b) allowing said hearing device user to continuously perform one or more adjustment actions by said user control for adjusting said audio processing parameter to his or her preferences in varying listening situations, c) executing an acclimatization algorithm simultaneously with step b), after step b) and/or before step a), wherein said acclimatization algorithm is designed to approximate said power-on value in more than a week to said target power-on value (tPOV), and wherein said acclimatization algorithm determines a replacement value (rPOV) for said power-on value taking into account which setting or settings for said audio processing parameter has or have been set by said hearing device user and how long said setting or settings have been active, d) repeating steps a) to c) until said power-on value is sufficiently close to said target power-on value (tPOV) such that an acclimatization phase termination condition is fulfilled,