Yes, a school near my parents' house in Michigan did this! They built several large outdoor pavilions and also have a clearing in the adjoining woods that they hold classes in. I visited in the dead of winter and sure enough, there were about 100 kids out in the freezing cold all day long. Even from a distance, you could see that they were bundled up in multiple layers to keep warm. I was back recently and they still do outdoor classes, but I think it is only for a portion of the day now as I didn't see nearly as many students outside at a time.

1. https://wwmt.com/news/local/moving-forward-kazoo-school-offe...