rename function with agg
I just update to 1.1.3 and it seems that there is a problem (bug?) to rename function after an aggregate call. All the functions call are named <lambda> so I can't use rename as previously.  
How can I do to rename my function ? 
I cannot do anymore 
```
 .rename(columns={'<lambda_0>': 'function 0',
                  '<lambda_1>': 'function 1',....
```
(this is of course an example of functions names)

```python
import pandas as pd
pdf = pd.DataFrame([[4, 9]] * 3, columns=['A', 'B'])
pdf.agg(["sum", lambda df: df.sum(), lambda df: df.sum()])
```
#### Output
			A	B
	sum		12	27
	<lambda>	12	27
	<lambda>	12	27

#### Expected Output
			A	B
	sum		12	27
	<lambda_0>	12	27
	<lambda_1>	12	27


#### Output of ``pd.show_versions()``

INSTALLED VERSIONS
------------------
commit           : db08276bc116c438d3fdee492026f8223584c477
python           : 3.8.5.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Mon Aug 31 22:12:52 PDT 2020; root:xnu-6153.141.2~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.3
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.3
setuptools       : 50.3.0.post20201006
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.2
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.18.1
pandas_datareader: 0.9.0
bs4              : 4.9.1
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.1
numexpr          : None
odfpy            : None
openpyxl         : 3.0.5
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.5.0
sqlalchemy       : None
tables           : None
tabulate         : 0.8.7
xarray           : 0.16.1
xlrd             : 1.2.0
xlwt             : None
numba            : None
<details>

[paste the output of ``pd.show_versions()`` here leaving a blank line after the details tag]

