Anomaly Detection model (demo) fails during the training part

[LW0214]

Please provide us with the following information:

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 and run the Multivariate Anomaly Detection model (demo) 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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