In gas metal arc welding (GMAW) processes, including wire arc additive manufacturing (WAAM), machine learning (ML) is emerging as a powerful tool for monitoring both process and product anomalies. However, a significant challenge in real industrial environments is the reliance on large, balanced datasets for training supervised learning models. To address this issue, a shift toward unsupervised learning is gaining attention in this research field, offering the potential to work effectively with small and unbalanced datasets. However, different materials, sensors, and welding technologies have been used in the literature, making complex the comparison of the results. This work fills that gap by presenting a comprehensive comparison of both supervised and unsupervised learning methods. An experimental campaign was conducted on Invar 36 alloy-a material with limited WAAM research-where 15 wall structures were deposited with varying process parameters using the natural dip transfer process, aiming to identify the optimal parameters for this alloy. Data on welding current and voltage were captured, and during the qualification procedure, anomalies were detected, some of which led to product defects. Supervised, unsupervised, and semi-supervised ML approaches, along with a detailed frequency domain analysis of the collected signals, were applied to process the obtained unbalanced dataset. The results provide key insights: while supervised learning models can be applied to anomaly detection in small and unbalanced datasets, they are prone to overfitting, which limits their practical use due to the prevalence of normal cases over anomalies in the dataset, resulting in higher number of missed anomalies. In contrast, unsupervised models, with their lower generalization capability, tend to exhibit higher false alarm rates but better performance to identify anomalous data. This work not only compares in depth these data analytics methodologies but also offers guidance on selecting the appropriate ML algorithm based on specific industrial objectives and provides insights into the printability of Invar 36 for WAAM applications under natural dip transfer process.