Convert specific word to uppercase

I have a document which have a specific words started with underscore ("_"). I need a regular expression for notepad++ to change it to uppercase.

I've tried this one but it doesn't work:

_\w+

Solution 1:

Search for:

(_\w+)

Replace by:

\U$1

... and you're done! (Make sure to click the "Regular expression" radio button in the lower left corner.)

My test was as follows.

Before:

Hi, this is a test _with some _words starting _WITH _Underscores
Let's try to _toUpper them all!

After:

Hi, this is a test _WITH some _WORDS starting _WITH _UNDERSCORES
Let's try to _TOUPPER them all!

Good luck!