Possible Challenges for a Data Science Escape Room
Fun! Cool idea, but it seems like a big undertaking. Anyways, here is my suggestion:

Summary

A manual fit of a 2D logistic regression which only becomes solvable once some previous step is completed.

Explaination

I imagine being greeted by a screen looking something like this:



The two boxes are inputs where the escapees can input numbers. If they try inputting at random it will be possible to figure out that the numbers represent $B_0$ and $B_1$ in: $$Y = B_0 + B_1 X1$$

This will still leave them confused since they will only see something like this:



However, when some other challenge in the room is finished the real challenge is revealed by colorizing the dots.



Then they just need to find the proper intercept and coefficient to finish challenge.



I think this would work quite well if there are enough samples so that you won't be able to hack it by trying values before they know the colors. If the challenge is too easy you could make them fit polynomials instead.