• CPU: Intel(R) Core(TM) i7-4790 CPU @ 3.60GHz (AVX2\AVX)
• HOST OS: Windows 7
• Guest: Ubuntu 16.04.1 LTS 64 bit

In Host (which Dev is my VM name)

C:\Program Files\Oracle\VirtualBox>VBoxManage.exe setextradata "Dev" VBoxInternal/CPUM/IsaExts/AVX2 1

Check by:

C:\Program Files\Oracle\VirtualBox>VBoxManage.exe getextradata "Dev" enumerate
Key: GUI/Fullscreen, Value: true
Key: GUI/LastCloseAction, Value: SaveState
Key: GUI/LastGuestSizeHint, Value: 1920,995
Key: GUI/LastNormalWindowPosition, Value: 26,30,944,394,max
Key: GUI/LastScaleWindowPosition, Value: 8,30,1272,928
Key: GUI/RestrictedRuntimeDevicesMenuActions, Value: HardDrives
Key: GUI/RestrictedRuntimeMachineMenuActions, Value: SaveState,PowerOff
Key: GUI/ScaleFactor, Value: 1
Key: GUI/StatusBar/Enabled, Value: false
Key: GUI/StatusBar/IndicatorOrder, Value: HardDisks,OpticalDisks,FloppyDisks,Net
work,USB,SharedFolders,Display,VideoCapture,Features,Mouse,Keyboard
Key: VBoxInternal/CPUM/IsaExts/AVX2, Value: 1

Restart your VM and bingo!