fig4.tex

\documentclass[tikz]{standalone}
\usepackage{pgfplots}
\usepgfplotslibrary{fillbetween}
\usetikzlibrary{calc}
%% refer to fig4 in https://papers.nips.cc/paper/2020/file/83eaa6722798a773dd55e8fc7443aa09-Paper.pdf

\begin{document}
\begin{tikzpicture}

% \plotdata{number}{color}{other options}
\newcommand{\plotdata}[3]{
  \addplot[#2,#3,line width=.6pt] table [x=X, y=data#1] {\datatable};
  
  \addplot[name path=A#1, draw=none,forget plot] table [x=X, y=data#1l] {\datatable};
  \addplot[name path=B#1, draw=none,forget plot] table [x=X, y=data#1u] {\datatable};
  \addplot[#2!20,forget plot] fill between[of=A#1 and B#1]; 
}
% read the external table
\pgfplotstableread[col sep=comma]{datafile1.csv}{\datatable}
\pgfplotsset{
  title style={
    at={(0.5,-0.25)},
    align=left, 
    anchor=north,
  },
  subplotStyle/.style n args ={1}{
      smooth, no markers,
      width = 0.4\linewidth,
      height = 0.35\linewidth,
      axis x line=bottom,
      axis y line=left,
      enlargelimits=auto,
      xmin=0,
  },
}
\newcommand{\subplotoffset}{0.05\linewidth}
\newcommand{\mygreen}{green!60!black}

%% plot1 ------------------------------
\begin{axis}[
    name=plot1,
    title={(a) Single-circle},
    ylabel={Root\\ Mean\\ Squared\\ Error\\ Averged\\ Over\\ 20runs},
    ylabel style={
      rotate=-90,
      anchor=center,
      align=center,
      scale={0.7},
      at={(0.1,0.5)},
    },
    legend entries={Implicit,MDN-3,MDN-4,MDN-6,KDE},
    legend columns=-1,
    legend style={
      fill=none,
    },
    legend to name={legendName},
    subplotStyle={},
]
\plotdata{1}{red}{}
\plotdata{2}{\mygreen}{}
\plotdata{3}{\mygreen}{dotted}
\plotdata{4}{\mygreen}{dashdotted}
\addplot[blue,line width=.6pt] coordinates  {(0,0.5) (100,0.5)};
\end{axis}

%% plot2 --------------------------
\begin{axis}[
  name=plot2,
  at={($(plot1.east)+(\subplotoffset,0)$)},
  anchor=west,
  title={(b) Double-circle},
  subplotStyle={},
]
\plotdata{5}{red}{}
\plotdata{6}{\mygreen}{}
\plotdata{7}{\mygreen}{dotted}
\plotdata{8}{\mygreen}{dashdotted}
\addplot[blue,line width=.6pt] coordinates  {(0,1) (100,1)};
\end{axis}

%% plot3 ------------------------------------
\begin{axis}[
  name=plot3,
  at={($(plot2.east)+(\subplotoffset,0)$)},
  anchor=west,
  title={(c) High-dimentional \\Double-circle},
  subplotStyle={},
]
\plotdata{5}{red}{}
\plotdata{6}{\mygreen}{}
\plotdata{7}{\mygreen}{dotted}
\plotdata{8}{\mygreen}{dashdotted}
\addplot[blue,line width=.6pt] coordinates  {(0,4) (100,4)};
\end{axis}

\node [] (mylegendnode) at ($(plot1.south)!0.5!(plot3.south)+(0,-0.15\linewidth)$) {\pgfplotslegendfromname{legendName}};
%\ref{legendName}
\end{tikzpicture}
\end{document}