An ODE with an arbitrary function F
A pair of infinitesimals for it
The transformation of variables which leaves invariant
Note the introduction of _alpha, representing the parameter of the Lie group. Now, to check the invariance of under this group, you can change variables as follows:
The change of variables
As can be seen above, we arrived at the original just changing x, y by r, s (this is the meaning of "leaving the ODE invariant").