In this paper, we introduce a new scheduling algorithm MARS based on a cost-aware multi-scalable reinforcement learning approach, which serves as an intermediate layer between HPC resource manager and user application workflow, MARS ensembles the pre-generated models from users workflows and decides on the most suitable strategy for optimization. A whole workflow application would be split into several optimized subtasks. Then based on a pre-defined resource management plan. A reward will be generated after executing a scheduled task. Lastly, MARS updates the Deep Neural Network (DNN) model for future use. MARS is designed to be able to optimize the existing models through the reinforcement mechanism. MARS can adapt to the shortage of training samples and optimize the performance by itself, especially through combining the small tasks together or switching between pre-built scheduling strategy such as Backfilling, SJF, etc, then choosing the most suitable approach. We tested MARS using different real-world workflow traces. MARS can achieve between 5%-60% better performance while comparing to the other approaches.