This paper investigates the performance of the A* algorithm in the field of automated machine learning using program synthesis. We designed a context-free grammar to create machine learning pipelines and came up with a cost function for A*. Two different experiments were done, the first one to tune the parameters of our algorithm and the second one to compare the efficiency of A* with other search algorithms. The results indicate that for the selected datasets, A* did not have better performance, but rather had similar results with the other search algorithms. Nevertheless, more research in this field is needed to find concrete results.