Add GDN algorithm

[SebastianSchmidl]

There is a new promising multivariate anomaly detection algorithm called GDN. We should add its implementation to this repository.

• Paper: https://doi.org/10.1609/aaai.v35i5.16523
• Implementation: https://github.com/d-ailin/GDN

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Thanks to @2er0 for pointing it out.