Legend entries with underscores in labels not escaped correctly

[GregoryMorse]

ax.plot([0,1,2], [0,1,2], label="a_b_c"); ax.legend()

Expected output: \addlegendentry{a\_b\_c}

Actual output: \addlegendentry{a_b_c} which will not compile in Latex.

[woalk]

Neither are label entries with ampersand.

Expected output: \addlegendentry{a \& c}

Actual output: \addlegendentry{a & c}
which also will not compile in LaTeX.