I would suppress that rule for that particular namespace rather than rename it. Create a GlobalSuppressions.cs
file in your web project root, and add this:
using System.Diagnostics.CodeAnalysis;
[assembly: SuppressMessage("Microsoft.Naming",
"CA1707:IdentifiersShouldNotContainUnderscores",
Scope = "namespace",
Target = "<namespace>.App_Start",
Justification = "This is an infrastructure namespace")]