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MLE differs from general software engineering due to computationally expensive evaluation (e.g., model training) and opaque performance attribution. Current LLM-based agents struggle here, often generating monolithic scripts that ignore execution costs and causal factors. We introduce MARS (Modular Agent with Reflective Search), a framework optimized for autonomous AI research. MARS relies on three pillars: (1) Budget-Aware Planning via cost-constrained Monte Carlo Tree Search (MCTS) to explicitly balance performance with execution expense; (2) Modular Construction, employing a \"Design-Decompose-Implement\" pipeline to manage complex research repositories; and (3) Comparative Reflective Memory, which addresses credit assignment by analyzing solution differences to distill high-signal insights. 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