The Collaborative International Dictionary of English v.0.48:

Gymnosophist \Gym*nos"o*phist\ (j[i^]m*n[o^]s"[-o]*f[i^]st), n.
   [Gr. gymnosofisth`s; gymno`s naked + sofisth`s philosopher;
   cf. F. gymnosophiste.]
   One of a sect of philosophers, said to have been found in
   India by Alexander the Great, who went almost naked, denied
   themselves the use of flesh, renounced bodily pleasures, and
   employed themselves in the contemplation of nature.
   [1913 Webster]

WordNet (r) 3.0 (2006):

gymnosophist
    n 1: member of a Hindu sect practicing gymnosophy (especially
         nudism)