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Python 3.6+ is stricter about escaped sequences in string literals.
The documentation need some improvement to clarify the change: for example https://docs.python.org/3.6/library/re.html#re.sub first says that "Unknown escapes such as \& are left alone" then, in the "Changed in" section below, states that "[in Py3.6] Unknown escapes consisting of '\' and an ASCII letter now are errors".
When such changes are made, usually the documentation reports the "new"/"current" behaviour, and the history section mention when and how some detail changed.
See this thread for details: https://mail.python.org/pipermail/python-list/2016-October/715462.html