default.nix

 let
  pkgs = import ../pkgs.nix;
  overlay = sel: sup: {
    haskell = sup.haskell // {
      packages = sup.haskell.packages // {
        ghc864 = sup.haskell.packages.ghc864.override {
          overrides = self: super: {
            my-random-fu-multivariate = self.callHackage ./pkgs/random-fu-multivariate { };
            my-cmaes = sel.haskell.lib.dontCheck (self.callPackage ./pkgs/cmaes { });
          };
        };
      };
    };
  };
in import "${pkgs.ihaskell}/release.nix" {
  compiler = "ghc864";
  nixpkgs  = import pkgs.nixpkgs { overlays = [ overlay ]; };
  packages = self: with self; [ my-random-fu-multivariate my-cmaes ];
  # systemPackages = self: with self; [ python2 ];
}

Try

let
  pkgs = import ./pkgs.nix;
  overlay = sel: sup: {
    haskell = sup.haskell // {
      packages = sup.haskell.packages // {
        ghc864 = sup.haskell.packages.ghc864.override {
          overrides = self: super: {
            my-random-fu-multivariate = self.callHackage ./pkgs/random-fu-multivariate { };
            my-cmaes = sel.haskell.lib.overrideCabal (self.callPackage ./pkgs/cmaes { }) (old: {
              doCheck = false;
              librarySystemDepends = (old.librarySystemDepends or []) ++ [(sel.python2.withPackages (p: [ p.numpy ]))];
            });
          };
        };
      };
    };
  };
in import "${pkgs.ihaskell}/release.nix" {
  compiler = "ghc864";
  nixpkgs  = import pkgs.nixpkgs { overlays = [ overlay ]; };
  packages = self: with self; [ my-random-fu-multivariate my-cmaes ];
  # systemPackages = self: with self; [ python2 ];
}