Visualising feature selection results for multiple classifiers and feature subset sizes
You will have to study and understand Matplotlib and its tweaks.
This code will do the basic work. You can extend it. Also, please go through the references that are added at the end.
import matplotlib.pyplot as plt

data = {'AUC':{'RF':[0.7,0.2,0.5,0.9,0.4], 'LR':[0.9,0.25,0.35,0.99,0.55], 'SVM':[0.3,0.5,0.8,0.6,0.7] } }
x = ['S1','S2','S3','S4','S5']

plt.plot(x, data['AUC']['RF'], marker='^', linestyle='solid') 
plt.plot(x,data['AUC']['LR'], marker='o', color='r',linestyle='dashed')  
plt.plot(x,data['AUC']['SVM'], marker='s', color='b',linestyle='dashdot')  

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References -
Matplotlib Official tutorial
Python Data Science Handbook by Jake VanderPlas
Matplotlib Lines
Matplotlib Markers
Matplotlib Colors