1. A hearing system including a hearing aid and a personal communication device both including a short range data transceiver for providing a short range data communication link, said hearing aid including: a signal processor processing an electric input signal according to audio processing parameters of the hearing aid; a classifier component analyzing at least one specific characteristic of said electric input signal statistically, said statistical analysis including a comparison of specific characteristics to one or more thresholds, said one or more thresholds being controlled by the signal processor; a program selector component automatically selecting one of at least two modes of operation for a signal processing sub-system according to said statistical analysis performed by the classifier component; said personal communication device including: a processor; a user interface controlled by the processor, and allowing the user to control and interact with the program selector component of the hearing aid via said short range data communication link; a wireless transceiver for data communication with an external server via the Internet; wherein the processor retrieves a set of adjusted thresholds and corresponding statistical data from the classifier upon adjustment of said one or more thresholds of the classifier component in response to a user interface controlled interaction event in which said user changes said automatically selected mode of operation; and wherein the processor uploads said set of adjusted thresholds and corresponding statistical data to the external server via the wireless transceiver.