Correct typos in GMM error messages

[shuofengzhang]

What changed

• Fixed two typoed ValueError messages in GMM.initialize from Unkown to Unknown.
• Added regression tests to ensure invalid strategy and invalid covariance type both raise the correctly spelled messages.

Why

• Error messages are part of the public debugging surface. Correct spelling improves clarity and professionalism.
• Regression tests prevent these user-facing messages from regressing in future refactors.

Testing

• ✅ source .venv/bin/activate && pytest -q (162 passed)

[francois-rozet]

Hi @shuofengzhang, thank you for noticing the typo and submitting a fix. I am happy with the fix, but would like to rename the tests slightly.