for j in range(len(df.columns)):
old = df.columns[j]
new = new_columns[j]
df = df.rename(columns = {old:new})
# df is a pandas DataFrame
for col_name in df.columns:
# you can specify conditions if you need
# to change the name of some column only
df = df.rename(columns = {col_name:new_col_name}
[df.rename(columns={df.columns[j]: COLUMNS[j]}, inplace=True) for j in range(df.shape[1])]
df['column name'] = df['column name'].replace(['1st old value','2nd old value',...],'new value')