An application of approximate transformation groups to study dynamics of a system with distinct time scales is discussed. The utilization of the Krylov-Bogoliubov-Mitropolsky method of averaging to find solutions of the Lie equations is considered. Physical illustrations from the plasma kinetic theory demonstrate the potentialities of the suggested approach. Several examples of invariant solutions for the system of the Vlasov-Maxwell equations for the two-component (electron-ion) plasma are presented.