Large language models (LLMs) have sparked growing interest in machine learning research agents that can autonomously propose ideas and conduct experiments. However, existing benchmarks predominantly adopt an engineering-oriented perspective: they emphasize application-oriented tasks and evaluate primarily on final performance and computational cost, overlooking agents' research processes and limiting assessment of their capabilities in scientific research settings. To more comprehensively evaluate agents in scientific research settings, we introduce FML-bench, a benchmark comprising 8 diverse and fundamental ML research tasks, and further propose complementary metrics, notably Exploration Diversity, which quantifies the variance of proposals across iterations and reveals how exploration patterns influence research outcomes. We evaluate state-of-the-art research agents on FML-bench, showing that agents employing broad exploration strategies exhibit higher exploration diversity and achieve superior performance, and that exploration diversity positively correlates with performance improvements across multiple tasks. We hope these findings and our benchmark inform future agent design and support the community in further investigating agent behavior. Our benchmark is available at https://github.com/qrzou/FML-bench.