At the risk of mentioning my own work, there are various other extension 
languages are useful for doing data sciencey things with Go:

https://github.com/gijit/gi is an interactive repl for Go that is JIT 
compiled using LuaJIT (like GoMacro, there is no state reload on each line, 
and it runs only about 3x slower than compiled Go on average). Works on 
windows as well as OSX and linux. I'm not maintaining this any further, but 
you could take it in many directions.

A lisp in Go that has can easily integrate compiled Go routines.
https://github.com/glycerine/zygomys

Very promising, Alan Donovan's mini-python, written in Go:
https://github.com/google/starlark-go

Bindings of the very mature (and fast, incremental compiler) Chez Scheme to 
Go:
https://github.com/go-interpreter/chezgo

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