That's just a dissertation. If you mean that also it should be written in a pedagogically sound way, I don't think I've ever seen anything like that outside of for historically important problems where a single textbook/class might be about the problem (think special relatively). The reason these kinds of things don't get written is the same reason docs for some random package don't get turned into books either: ain't no one got time for that when they're working on solving more such problems (and if you're not so expert that you're busy then you can't write the book).
One of the reasons I think that might be a better way at the problem is it would encourage readers to really dig into a specific problem and get a sense for behaviors in the data, as they develop their understanding of what each technique can add.
Part of the trick would be to get a really good publicly available data set about a problem with enduring significance. Maybe sometime from an old competition that garnered a lot of interest in its day, like say the Netflix recommendation problem.
In a way, such a book would walk you through a lot of the stages of learning that the typical book presumes you would anyway do on your own in your own practice. For me, working on my own, it would fill in some of the practical questions of what someone working with colleagues would learn about by osmosis.
