\documentclass[tikz,border=5pt]{standalone}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{xcolor}
\usepackage{amsmath}
\usepackage{amssymb}
\usepackage{pgfplots}
\usepackage{pgfplotstable}
\usepgfplotslibrary{fillbetween}
\usetikzlibrary{arrows.meta,shapes,calc,pgfplots.statistics, pgfplots.colorbrewer}
\pgfplotsset{compat=1.18}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
axis lines=middle,
xmin=-1, xmax=41,
ymin=-0.1, ymax=1.7,
yscale=0.7,
ytick={0.39,0.78,1.17,1.55},
yticklabels={2,4,6,8},
ylabel = {RMSE},
xtick={0,10,20,30,40},
xticklabels={0,250,500,750,1000},
xlabel = {steps},
legend style={at={(0.3,0.45)},anchor=north}
]
\addplot [color=red] table {
0 1.52
1 1.506
2 1.371
3 1.097
4 1.091
5 1.079
6 1.076
7 1.057
8 1.055
9 1.024
10 1.024
11 1.013
12 1.007
13 1.003
14 1.001
15 1.0
16 0.999
17 1.0
18 0.999
19 0.998
20 0.998
21 0.997
22 0.747
23 0.745
24 0.745
25 0.743
26 0.743
27 0.742
28 0.742
29 0.741
30 0.74
31 0.741
32 0.744
33 0.742
34 0.733
35 0.734
36 0.723
37 0.728
38 0.704
39 0.717
40 0.713
};
\addlegendentry{entropy}
\addplot [blue] table {
0 1.52
1 1.507
2 1.505
3 1.468
4 1.226
5 0.947
6 0.767
7 0.723
8 0.693
9 0.663
10 0.645
11 0.644
12 0.641
13 0.64
14 0.605
15 0.604
16 0.604
17 0.603
18 0.603
19 0.601
20 0.602
21 0.601
22 0.6
23 0.601
24 0.601
25 0.6
26 0.608
27 0.57
28 0.551
29 0.518
30 0.503
31 0.502
32 0.503
33 0.496
34 0.509
35 0.494
36 0.499
37 0.457
38 0.47
39 0.446
40 0.447
};
\addlegendentry{T-IMSPE (ours)}
\addplot [blue] table {
0 1.52
1 1.439
2 1.224
3 0.921
4 0.85
5 0.844
6 0.802
7 0.773
8 0.768
9 0.761
10 0.757
11 0.669
12 0.609
13 0.601
14 0.602
15 0.598
16 0.596
17 0.591
18 0.59
19 0.591
20 0.587
21 0.586
22 0.584
23 0.573
24 0.574
25 0.574
26 0.574
27 0.487
28 0.483
29 0.482
30 0.482
31 0.481
32 0.479
33 0.461
34 0.419
35 0.376
36 0.354
37 0.368
38 0.354
39 0.367
40 0.367
};
\addplot [blue] table {
0 1.521
1 1.412
2 1.224
3 1.192
4 1.099
5 0.886
6 0.831
7 0.814
8 0.806
9 0.796
10 0.784
11 0.761
12 0.751
13 0.752
14 0.74
15 0.728
16 0.678
17 0.666
18 0.664
19 0.661
20 0.661
21 0.663
22 0.533
23 0.533
24 0.514
25 0.516
26 0.514
27 0.515
28 0.514
29 0.51
30 0.506
31 0.503
32 0.479
33 0.479
34 0.431
35 0.441
36 0.439
37 0.365
38 0.356
39 0.358
40 0.36
};
\addplot [blue] table {
0 1.521
1 1.436
2 1.301
3 0.997
4 0.836
5 0.74
6 0.73
7 0.729
8 0.724
9 0.719
10 0.708
11 0.684
12 0.684
13 0.683
14 0.676
15 0.676
16 0.674
17 0.673
18 0.61
19 0.556
20 0.528
21 0.528
22 0.529
23 0.529
24 0.518
25 0.516
26 0.517
27 0.516
28 0.516
29 0.514
30 0.513
31 0.512
32 0.514
33 0.512
34 0.511
35 0.506
36 0.506
37 0.487
38 0.487
39 0.489
40 0.479
};
\addplot [blue] table {
0 1.521
1 1.513
2 1.506
3 1.477
4 1.452
5 1.44
6 1.349
7 1.003
8 0.882
9 0.808
10 0.804
11 0.769
12 0.77
13 0.625
14 0.615
15 0.617
16 0.617
17 0.615
18 0.614
19 0.613
20 0.61
21 0.596
22 0.592
23 0.587
24 0.579
25 0.579
26 0.571
27 0.557
28 0.559
29 0.558
30 0.556
31 0.556
32 0.557
33 0.556
34 0.547
35 0.553
36 0.541
37 0.554
38 0.474
39 0.502
40 0.411
};
\addplot [red] table {
0 1.52
1 1.365
2 1.23
3 1.208
4 1.205
5 1.204
6 1.204
7 1.198
8 1.199
9 1.196
10 1.155
11 1.123
12 1.108
13 1.108
14 1.108
15 1.107
16 0.67
17 0.627
18 0.627
19 0.627
20 0.629
21 0.628
22 0.627
23 0.623
24 0.62225
26 0.623
27 0.622
28 0.62
29 0.621
30 0.615
31 0.613
32 0.611
33 0.61
34 0.606
35 0.608
36 0.607
37 0.606
38 0.606
39 0.615
40 0.615
};
\addplot [red] table {
0 1.52
1 1.509
2 1.474
3 1.434
4 1.431
5 1.426
6 1.426
7 1.427
8 1.36
9 1.15
10 1.146
11 1.139
12 1.14
13 1.138
14 1.122
15 1.122
16 1.121
17 1.121
18 1.12
19 1.124
20 1.115
21 1.115
22 1.114
23 1.114
24 1.112
25 1.113
26 1.112
27 1.101
28 1.058
29 1.058
30 1.058
31 1.059
32 1.05
33 1.047
34 1.058
35 1.038
36 1.059
37 1.028
38 1.047
39 1.027
40 0.801
};
\addplot [red] table {
0 1.52
1 1.477
2 1.47
3 1.467
4 1.461
5 1.383
6 1.354
7 1.355
8 1.353
9 1.354
10 1.243
11 1.112
12 1.113
13 1.102
14 1.098
15 1.098
16 1.099
17 1.1
18 1.09
19 1.09
20 1.089
21 1.088
22 1.086
23 1.084
24 1.085
25 1.083
26 1.083
27 1.081
28 1.085
29 1.079
30 1.081
31 1.079
32 1.082
33 1.08
34 1.071
35 1.079
36 1.069
37 1.079
38 1.068
39 1.074
40 1.076
};
\addplot [red] table {
0 1.52
1 1.478
2 1.456
3 1.453
4 1.445
5 1.437
6 1.435
7 1.434
8 1.435
9 1.419
10 1.414
11 1.356
12 1.35
13 1.35
14 1.35
15 1.349
16 1.347
17 1.348
18 1.231
19 1.207
20 1.206
21 1.207
22 1.206
23 1.206
24 1.205
25 1.205
26 1.205
27 1.205
28 1.204
29 1.203
30 1.203
31 1.203
32 1.203
33 1.209
34 1.195
35 1.176
36 1.022
37 1.029
38 0.963
39 0.974
40 0.966
};
\end{axis}
\end{tikzpicture}
\end{document}