Physics can be seen as a conceptual approach to scientific problems, a method for discovery, but teaching this aspect of our discipline can be a challenge . We report on a first-time remote teaching experience for a computational physics third-year physics laboratory class taught in the first part of the 2020 COVID-19 pandemic (March-May 2020). To convey a``physics of data"approach to data analysis and data-driven physical modeling we used interdisciplinary data sources, with a``COVID-19 data challenge"theme as the core of the course . COVID-19 epidemiological data provided an ideal setting for the students to practice dealing with complex problems, where there is no unique or preconceived solution . By breaking the students' expectations of unidirectionality, remote teaching provided unexpected opportunities to promote this sort of active work, and resulted in an active learning experience for the students.