On-policy RL has driven the biggest leaps in training coding agents. Extending it to machine learning engineering agents should be a natural next step. But it almost never works. What I mean is, the recipe is right there — standard trajectory-wise GRPO, the same that worked for SWE. However, the problem is that one rollout step on an MLE task may take hours because the agent has to actually train a model on a real dataset at every step (preprocessing, fitting, inference, scoring). So even with the N rollouts in a group running in parallel, a single GRPO run may still take days. Every MLE agent paper I've read has retreated to SFT or offline proxy rewards for exactly this reason, giving up the exploration benefits of on-policy learning. That's why I'm excited about our new paper, SandMLE, which fixes this with a move that sounds almost too reckless to work. The instinct when on-policy RL is too slow is to engineer around it — async rollouts so the trainer doesn't sit idle waiting for slow environments, off-policy or step-wise proxies to avoid running full trajectories at all. But when we profiled where the time was going, the bottleneck had nothing to do with the algorithm. Unlike SWE where execution latency comes from compilation and test logic, MLE latency is overwhelmingly driven by the size of the dataset the ML pipeline has to chew through. Therefore, rather than downsampling existing data (which corrupts evaluation), we built a multi-agent pipeline that procedurally generates diverse synthetic MLE environments from a small seed set. Specifically, we extract the structural DNA of seed tasks (modality, label cardinality, distribution shape), mutate them into new domains (e.g., repurposing animal classification into road damage detection), inject realistic noise, embed deterministic hidden rules connecting features to labels, and construct full evaluation sandboxes with progressive milestone thresholds. Each task is constrained to only 50–200 training samples. The execution speedup is dramatic — average per-step latency drops over 13×, which makes trajectory-wise GRPO go from infeasible to routine. We also designed a dense, milestone-based reward to address the sparse credit assignment problem in long-horizon MLE. The ablation shows this matters — under a sparse reward, the 30B model's medal rate drops from 27.3% to 13.6% and valid submission collapses from 100% to 86.4%. Results across Qwen3-8B, 14B, and 30B-A3B on MLE-bench are consistently strong — 66.9% better performance in medal rate over SFT baselines. It is worth noting that the SFT baselines are not weak— we trained them on high-quality Claude-4.5-Sonnet trajectories. But SandMLE still delivers much larger gains, suggesting that direct environment interaction does teach capabilities that imitation alone does not (as expected). The most convincing evidence to me that the model's intrinsic performance gets improved is the framework-agnostic generalization. We trained exclusively with ReAct but the gains transfer to AIDE, AIRA, and MLE-Agent scaffolds at evaluation time — up to 32.4% better performance in HumanRank on MLE-Dojo. The SFT models, by contrast, are brittle when moved to unfamiliar scaffolds. The 30B SFT model collapses to 17.7% valid submission rate on MLE-Dojo with MLE-Agent, while the 30B SandMLE model achieves 83.9%. SandMLE is teaching genuine engineering reasoning, not scaffold-specific patterns. What I find most interesting beyond the specific result is that none of the hard parts of RL changed here. The algorithm is the same. The reward is conventional. We just shrunk the environment until on-policy learning became affordable. The field has largely treated environment design and RL algorithm design as separate concerns. SandMLE is a concrete case that the environment is itself the lever. When training is too expensive, the instinct is to build cleverer algorithms to tolerate it. However, often the better move is to reshape the environment so the simple algorithm just works. Paper: arxiv.org/pdf/2604.04872