In the field of astronomy, a number of celestial objects such as Pulsars, Fast Radio Bursts and Tabby stars have been discovered in a serendipitous fashion where researchers inadvertently stumbled upon an anomalous phenomena while doing manual investigation for something else. In recent years the volume of astronomical data has exploded dramatically requiring systematic processes for detecting anomalies. Such interesting signals can be potentially discovered by the application of machine learning techniques designed to detect rare events in data. Anomaly Detection is such a sub field of machine learning which aims to detect patterns in data which don’t conform to the usual behavior of the data.