@sachinbansal there are some features of core Splunk that you can utilize to begin with.
Refer to Advanced Statistics Splunk documentation.
Machine Learning Toolkit will also assist you with Outlier detection (Numerical and Categorical) for which you can refer to MLTK User Guide
If you need specific assistance from the community, you may have to put more light on what is the business use case you need to work on.
If you could be more specific about your use case we can help better. What kind of anomalies are you looking for? Have you looked in apps.splunk.com?
I am not sure about the scenario. I was asked to explore if there are any Splunk Plugins(based on machine learning) for Anamoly detection and Intelligence insights of data.
Please let me know if there are you are aware of?
And can we do these using machine learning toolkit?