A hearing device comprises an input transducer comprising a microphone for providing an electric input signal representative of sound in the environment of the hearing device, a pre-processor for processing electric input signal and providing a multitude of feature vectors, each being representative of a time segment thereof, a neural network processor adapted to implement a neural network for implementing a detector configured to provide an output indicative of a characteristic property of the at least one electric input signal, the neural network being configured to receive said multitude of feature vectors as input vectors and to provide corresponding output vectors representative of said output of said detector in dependence of said input vectors. The hearing device further comprises a transceiver comprising a transmitter and a receiver for establishing a communication link to another part or device or server, at least in a particular adaptation-mode of operation, and a selector for—in said particular adaptation-mode of operation—routing said feature vectors to said transmitter for transmission to said another part or device or server, and—in a normal mode of operation—to route said feature vectors to said neural network processor for use as inputs to said neural network, a neural network controller connected to said neural network processor for—in said particular adaptation-mode of operation—receiving optimized node parameters, and to apply said optimized node parameters to said nodes of said neural network to thereby implement an optimized neural network in said neural network processor, wherein the optimized node parameters have been selected among a multitude of sets of node parameters for respective candidate neural networks according to a predefined criterion in dependence of said feature vectors. A method of selecting optimized parameters for a neural network for use in a portable hearing device is further disclosed. The invention may e.g. be used in hearing aids or headsets, or similar, e.g. wearable, devices.