1. In a hearing aid with a library of signal processing algorithms F, a method of configuring the hearing aid comprising: extracting a signal feature of a signal in the hearing aid; recording in the hearing aid a first input representing a first response, wherein the first input is resulted from a user of the hearing aid operating a control associated with the hearing aid, configuring the hearing aid based on the recorded first input, wherein the act of configuring the hearing aid based on the recorded first input involves a set of signal processing parameter(s); recording in the hearing aid a second input representing a second response, wherein the second input is resulted from the user operating the control associated with the hearing aid; and configuring the hearing aid based on the second input; wherein each of the acts of configuring the hearing aid comprises performing a computation by the hearing aid based on a Bayesian inference; wherein the act of recording the first input comprises recording a measure of an adjustment of the hearing aid that is resulted from the user operating the control; and wherein the act of configuring the hearing aid based on the recorded first input is performed by a processing unit in the hearing aid based on the signal feature, a learning parameter, and the measure of the adjustment.