On a rooted device, go to
/data/system/netstats/ and delete all the files there. Reboot the device and the data history would be gone. Worked on Android 4.2.1 and 5.0.2, and maddisonj and Beygi reported it works on 4.4.2 and Android 8.0 as well. It clears both SIM data as well as of Wi-Fi.
This would not reset the current cycle you would be having. I believe
/data/system/notification_policy.xml manages it, so you can edit it out if that cycle also bothers you.
(Click image to enlarge; image order: before and after deleting the files)
On a non-rooted device, factory reset seems to be the only choice.