FIX Bounds in anisotropic GP hyperparameter optimization

Currently, if multi-dimensional thetaU and thetaL are given as bounds for anisotropic GP hyperparameter optimization, only the bounds in the last dimensions are obeyed (see added unittest). This pull request fixes this bug. The bug was related to https://stackoverflow.com/questions/10452770/python-lambdas-binding-to-local-values