According to an 1899 publication by Columbia University professor of Indo-European languages A. V. W. Jackson, an Iranian Zoroastrian Magi (sage) named Gobryas is “claimed as instructor of Socrates.”

[pic source iranchamber @ Museo della Civiltà Romana (Museum of Roman Civilization): The three Magi bringing gifts to baby Jesus… note the Iranian attire including the “Phrygian” or “Freedom” cap… for educational purposes only]