\documentclass[border=1pt]{standalone}
\usepackage{pgfplots}
\pgfplotsset{width=9cm,height=5cm,compat=1.6}
\begin{document}
\newcommand{\labelsAllMath}{E'}
\newcommand{\fdev}{$F1({\labelsAllMath{}})$}
\begin{tikzpicture}
  \hspace{-2mm}
  \begin{axis}[
      xticklabels={1, 2, 3, 4, 5, 6, 7},  % Set the corresponding labels for the ticks
      xtick={0,1,2,3, 4, 5, 6},          % Set the tick positions on the X-axis
      legend pos=north east,  % Set the legend position to the northwest
      legend cell align={left}, % The command for legend alignment
      tick label style={font=\scriptsize}, % Set tick label font size
      label style={font=\scriptsize}, % Set axis label font size
      legend style={font=\footnotesize}, % Set legend font size
      xlabel={epochs},
      ylabel={\fdev{}},
      ylabel style={
          outer sep=0pt,
      },
      xlabel style={
          outer sep=0pt,
        },
  ]

    \addplot+[sharp plot, mark=o] coordinates
{(0,41.204) (1,43.509) (2,43.248) (3,42.699) (4,42.139) (5,43.093) (6, 42.9)};
    \addplot+[sharp plot, mark=square] coordinates
{(0,42.165) (1,43.715) (2,42.744) (3,42.246) (4,42.714) (5,42.012) (6, 41.805)};
    \addplot+[sharp plot, mark=triangle] coordinates
{(0,41.064) (1,44.43) (2,44.639) (3,42.839) (4, 42.739) (5, 42.689) (6, 43.0)};
    \legend{\textsc{prompt}, \textsc{THoR\textsubscript{cause}}, \textsc{THoR\textsubscript{cause-rr}}};

  \end{axis}
\end{tikzpicture}
\end{document}