Agrupar por con múltiples columnas usando lambda

¿Cómo puedo agrupar con múltiples columnas usando lambda?

Vi ejemplos de cómo hacerlo usando linq para entidades, pero estoy buscando la forma lambda.

var query = source.GroupBy(x => new { x.Column1, x.Column2 });

si tu mesa es asi

rowId     col1    col2    col3    col4
 1          a       e       12       2
 2          b       f       42       5
 3          a       e       32       2
 4          b       f       44       5


var grouped = myTable.AsEnumerable().GroupBy(r=> new {pp1 =  r.Field<int>("col1"), pp2 = r.Field<int>("col2")});

Además de la respuesta de aduchis anterior, si luego necesita filtrar en función de esos grupos por claves, puede definir una clase para envolver las muchas claves.

return customers.GroupBy(a => new CustomerGroupingKey(a.Country, a.Gender))
                .Where(a => a.Key.Country == "Ireland" && a.Key.Gender == "M")
                .SelectMany(a => a)
                .ToList();

Donde CustomerGroupingKey toma las claves de grupo:

    private class CustomerGroupingKey
    {
        public CustomerGroupingKey(string country, string gender)
        {
            Country = country;
            Gender = gender;
        }

        public string Country { get; }

        public string Gender { get; }
    }

     class Element
        {
            public string Company;        
            public string TypeOfInvestment;
            public decimal Worth;
        }

   class Program
    {
        static void Main(string[] args)
        {
         List<Element> elements = new List<Element>()
            {
                new Element { Company = "JPMORGAN CHASE",TypeOfInvestment = "Stocks", Worth = 96983 },
                new Element { Company = "AMER TOWER CORP",TypeOfInvestment = "Securities", Worth = 17141 },
                new Element { Company = "ORACLE CORP",TypeOfInvestment = "Assets", Worth = 59372 },
                new Element { Company = "PEPSICO INC",TypeOfInvestment = "Assets", Worth = 26516 },
                new Element { Company = "PROCTER & GAMBL",TypeOfInvestment = "Stocks", Worth = 387050 },
                new Element { Company = "QUASLCOMM INC",TypeOfInvestment = "Bonds", Worth = 196811 },
                new Element { Company = "UTD TECHS CORP",TypeOfInvestment = "Bonds", Worth = 257429 },
                new Element { Company = "WELLS FARGO-NEW",TypeOfInvestment = "Bank Account", Worth = 106600 },
                new Element { Company = "FEDEX CORP",TypeOfInvestment = "Stocks", Worth = 103955 },
                new Element { Company = "CVS CAREMARK CP",TypeOfInvestment = "Securities", Worth = 171048 },
            };

            //Group by on multiple column in LINQ (Query Method)
            var query = from e in elements
                        group e by new{e.TypeOfInvestment,e.Company} into eg
                        select new {eg.Key.TypeOfInvestment, eg.Key.Company, Points = eg.Sum(rl => rl.Worth)};



            foreach (var item in query)
            {
                Console.WriteLine(item.TypeOfInvestment.PadRight(20) + " " + item.Points.ToString());
            }


            //Group by on multiple column in LINQ (Lambda Method)
            var CompanyDetails =elements.GroupBy(s => new { s.Company, s.TypeOfInvestment})
                               .Select(g =>
                                            new
                                            {
                                                company = g.Key.Company,
                                                TypeOfInvestment = g.Key.TypeOfInvestment,            
                                                Balance = g.Sum(x => Math.Round(Convert.ToDecimal(x.Worth), 2)),
                                            }
                                      );
            foreach (var item in CompanyDetails)
            {
                Console.WriteLine(item.TypeOfInvestment.PadRight(20) + " " + item.Balance.ToString());
            }
            Console.ReadLine();

        }
    }

Se me ocurrió una combinación de definir una clase como la respuesta de David, pero sin requerir una clase Where para ir con ella. Se parece a algo como:

var resultsGroupings = resultsRecords.GroupBy(r => new { r.IdObj1, r.IdObj2, r.IdObj3})
                                    .Select(r => new ResultGrouping {
                                        IdObj1= r.Key.IdObj1,
                                        IdObj2= r.Key.IdObj2,
                                        IdObj3= r.Key.IdObj3,
                                        Results = r.ToArray(),
                                        Count = r.Count()
                                    });



private class ResultGrouping
        {
            public short IdObj1{ get; set; }
            public short IdObj2{ get; set; }
            public int IdObj3{ get; set; }

            public ResultCsvImport[] Results { get; set; }
            public int Count { get; set; }
        }

¿Dónde resultRecordsestá mi lista inicial que estoy agrupando y es un List<ResultCsvImport>. Tenga en cuenta que la idea aquí es que estoy agrupando por 3 columnas, IdObj1 e IdObj2 e IdObj3