Lambda automatically scales out for incoming requests, if all existing execution contexts (lambda instances) are busy. There is basically nothing you need to do here, except maybe set the maximum allowed concurrency if you want to throttle.
As a result of that, there is no integration with AutoScaling, but you can still use an Application Load Balancer to trigger your Lambda Function if that's what you're after.
If you're building a purely serverless application, you might want to look into the API Gateway instead of the ALB integration.
Update
Since you've clarified what you want to use auto scaling for, namely changing the provisioned concurrency of the function, there are ways to build something like that. Clément Duveau has mentioned a solution in the comments that I can get behind.
You can create a Lambda Function with two CloudWatch events triggers with Cron-Expressions. One for when you want to scale out and another one for when you want to scale in.
Inside the lambda function you can use the name of the rule that triggered the function to determine if you need to do a scale out or scale in. You can then use the PutFunctionConcurrency API-call through one of the SDKs mentioned at the bottom of the documentation to adjust the concurrency as you see fit.
Update 2
spmdc has mentioned an interesting blog post using application auto scaling to achieve this, I had missed that one - you might want to check it out, looks promising.