What does the Python naming convention with single/double underscore before a function mean?

I am unsure how to phrase the question I am asking so feel free to change the title.

Currently, I am working on an existing python codebase and came across this "style" and hope to understand the benefits for using it.

for example,

Class Pokemon(object):
   def __init__(self, name):
        self.name = name

   def _catch(self, pokeball):
       ''' actual implementation here'''

   def catch(self, pokeball):
       _catch(pokeball)

You may notice that calls to the catch() function will be rerouted to the _catch() function. I understand that an underscore before a function could be meant to prevent accidental overriding of the function.

EDIT: I think the title should be modified again, I understand what the underscores mean however I was unsure of why we use a catch() and _catch() as we obviously want to expose the function with catch() but decide to stick the implementation within _catch().