A hearing device is disclosed, comprising a main microphone, M auxiliary microphones, a transform circuit, a processor, a memory and a post-processing circuit. The transform circuit transforms first sample values in current frames of a main audio signal and M auxiliary audio signals from the microphones into a main and M auxiliary spectral representations. The memory includes instructions to be executed by the processor to perform operations comprising: performing ANC over the first sample values using an end-to-end neural network to generate second sample values; and, performing audio signal processing over the main and the M auxiliary spectral representations using the end-to-end neural network to generate a compensation mask. The post-processing circuit modifies the main spectral representation with the compensation mask to generate a compensated spectral representation, and generates an output audio signal according to the second sample values and the compensated spectral representation.