Kasparov had a nice line about this in "How life imitates chess". I'm paraphrasing but it was something along the lines of "there are lots of things that cannot be tought to you which you can nontheless teach yourself".

I think that thinking processes is very much in that category, and I think that the investment in time is considerable. I think its typical to expect gradual improvement -- a constant response to training. Anecdotally, it doesn't work like that.