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Lambda is more of a concept or programming technique then anything else.
Basically it's the idea that you get a function (a first-class object in python) returned as a result of another function instead of an object or primitive type. I know, it's confusing.
See this example from the python documentation:
def make_incrementor(n):
return lambda x: x + n
f = make_incrementor(42)
f(0)
>>> 42
f(1)
>>> 43
So make_incrementor creates a function that uses n in it's results. You could have a function that would increment a parameter by 2 like so:
f2 = make_incrementor(2)
f2(3)
>>> 5
This is a very powerful idea in functional programming and functional programming languages like lisp & scheme.
Hope this helps.
Lambdas are not anonymous functions. Lambdas are anonymous expressions.
They're accessed like functions, but they're not the same thing. Functions allow complex tasks: flow control, variable declarations and lists of statements containing expressions. Expressions are merely one part of a function, and that's what lambdas give you. They're severely limited compared to functions.
Python does not support anonymous functions. For examples of languages that do, see Javascript and Lua.
(Note: It's correct to call lambdas anonymous functions in functional languages, where the mathematical definition of "function" is used, but in procedural languages the word has a very different meaning than in mathematics.)