1. In a hearing aid with a library of signal processing algorithms F(Θ), where Θ is the algorithm parameter space, a method of automatic adjustment of at least one signal processing parameter θ∈Θ, comprising the steps of: recording an adjustment made by the user of the hearing aid, and modifying the automatic adjustment of the at least one signal processing parameter θ∈Θ in response to the recorded adjustment based on Bayesian incremental preference elicitation.