Despite strong capabilities in data understanding and decision-making, autonomous data science agents still heavily rely on trial-and-error workflows that involve expensive computation. This bottleneck motivates models that can anticipate the effects of data science operations before real execution. In this paper, we introduce the concept of Data Science World Model, which model the data science execution environment by predicting environment state transitions conditioned on current workflow states and candidate operations. We further propose DSWorld, a practical framework that combines structured state construction, cost-aware routing, lightweight real execution, and an LLM-based simulator for expensive operations. To support training, we construct an 8K-scale transition trajectory dataset and introduce Reflective World Model Optimization, an error-aware reinforcement learning strategy for improving transition prediction. Experiments show that DSWorld accelerates RL-based agent training by approximately $14\times$ and search-based inference by approximately $3$-$6\times$ while maintaining competitive performance, and outperforms the strongest LLM baseline by 35.6% on transition prediction tasks. The code is available at https://anonymous.4open.science/r/DSWorld.
Data science tasks span from closed-ended information extraction to open-ended analysis, presenting significant challenges for automation. Recent AI agents powered by language models show promise for handling such complex tasks. However, existing agents typically rely on a single initial state that conditions the entire agent's execution, making them vulnerable to cascading errors initiated by a suboptimal initial state. To mitigate this, we present CIPHER, an automated data science agent that leverages test-time scaling through the generation and selection of multiple initial states for concurrent execution. Unlike existing works on test-time scaling of AI agents, CIPHER explicitly decouples the generation of candidate initial states from their strategic selection for parallel execution. Through extensive evaluation on two benchmarks (closed-form and open-form tasks), we demonstrate that CIPHER exceeds state-of-the-art performance in matched-model comparisons, and remains competitive against larger-model baselines despite relying on a substantially smaller base LM. Our empirical study characterizes the design space of the Decoupled Exploration-Selection (DES) framework: we quantify how generation strategy, selection strategy, and aggregator model capacity contribute to overall performance, and derive actionable design recommendations for practitioners.