Anomaly Detection model (demo) fails during the training part

> Please provide us with the following information:
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### This issue is for a: (mark with an `x`)
```
- [x ] bug report -> please search issues before submitting
- [ ] feature request
- [ ] documentation issue or request
- [ ] regression (a behavior that used to work and stopped in a new release)
```

### Minimal steps to reproduce
>upload this data file to blob storage:
[test data.zip](https://github.com/Azure-Samples/AnomalyDetector/files/6566307/test.data.zip) and run the Multivariate [Anomaly Detection model (demo)](https://github.com/Azure-Samples/AnomalyDetector/blob/master/ipython-notebook/Multivariate%20API%20Demo%20Notebook.ipynb) on it. For some reason, in the training part of the model, it always fails.

### Any log messages given by the failure
>status of

### Expected/desired behavior
>
The training of the model to success
### OS and Version?
> Windows 7, 8 or 10. Linux (which distribution). macOS (Yosemite? El Capitan? Sierra?)
macOS Catalina 10.15.7
### Versions
>

### Mention any other details that might be useful

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