Hyperparameters.py

# Test variables for 'c' and 'g'
#Setting the different values to test within C, Gamma and Kernel
c = [10, 100, 1000, 10000]
g = [1e-2, 1e-1, 1e0]

# Intialise the parameters
parameters = {'svc__C': c,
              'svc__gamma': g,
              'svc__kernel': ['rbf']
              }

#Creating the step by step pipeline
# Create the 'steps' variable with the pipeline functions
steps = [('scaler', StandardScaler()), ('svc', SVC())]

# Pass the 'steps' to the Pipeline function
pipeline = Pipeline(steps)

#Creating a randomized function to help to find the best parameters.
# Call the RandomizedSearchCV function and pass the parameters
rcv = RandomizedSearchCV(pipeline, parameters, cv=TimeSeriesSplit(n_splits=2))