Gymnosophists ("naked philosophers"): Greek expression for the sages of India (saddhus) and a group of probably imaginary sages of Ethiopia (at livius.org). They were said to believe in the transmigration of the soul and to abstain from meat and wine.
The Greek historian, geographer and philosopher Strabo of Amasia (c.62 BCE - c.24 CE) refers to them as religious people among the Indians (XVI, 2, 39). He otherwise divides Indian philosophers into Brahmans and Sramanas (XV, 1, 59-60), following the accounts of the Greek traveler and geographer Megasthenes (c. 350 BC-290 BC).
Strabo: The Geography (Books 1-5 and 15‑17) at Lacus Curtius
Strabo, Geography (Book 6 through 14) at Perseus
Megasthenes: Indika (surviving text)
(On Wikipedia: Megasthenes, Strabo)