\documentclass{article}
\usepackage[active,tightpage]{preview}
\usepackage{varwidth}
\usepackage{pgfplots}
\begin{document}
\begin{preview}
\begin{varwidth}{\linewidth}
\centering
%\pgfplotsset{every axis/.append style={line width=1.2pt}}
\begin{tikzpicture}
\begin{axis}[ 
	title = \textbf{TITLE},
	xlabel=Number of extracted features, 
	ylabel=Accuracy,
	grid=both,
%		grid=major,
 	height=5cm, width=8.0cm, 
 	legend pos=south east, 
 	minor tick num = 1,
 	ytick={0.65, 0.70, 0.75, 0.80, 0.85, 0.9, 0.95, 1.0},
	yticklabels={0.65, 0.70, 0.75, 0.80, 0.85, 0.90, 0.95, 1.00},
	xtick={1,2,3,4},
%	cycle list name=linestyles,
%	cycle list name=black white
%	cycle list name=color
%	cycle list={{gray,mark=*},{black,mark=square},}
	cycle list={{gray,line width=1.5pt},{black,line width=1.5pt},}
]

\addplot+[error bars/.cd, x dir=none, x fixed relative=0.5, y dir=both,y explicit relative]
%\addplot+[mark=|,error bars/.cd, x dir=none, x fixed relative=0.5, y dir=both,y explicit relative]
table[x=features,y=PCA,y error=PCA_conf]{
features	PCA	PCA_conf	BDPC	BDPC_conf
1	0.6962244898	0.003383001	0.8578134111	0.0032981536
2	0.8203206997	0.0033277875	0.9472157434	0.0022061419
3	0.9848688047	0.0012735054	0.9667492711	0.0037935909
4	0.9860349854	0.0012195531	0.9869825073	0.0012942186
};
\addplot+[error bars/.cd, x dir=none, x fixed relative=0.5, y dir=both,y explicit relative, ]
table[x=features,y=BDPC,y error=BDPC_conf]{
features	PCA	PCA_conf	BDPC	BDPC_conf
1	0.6962244898	0.003383001	0.8578134111	0.0032981536
2	0.8203206997	0.0033277875	0.9472157434	0.0022061419
3	0.9848688047	0.0012735054	0.9667492711	0.0037935909
4	0.9860349854	0.0012195531	0.9869825073	0.0012942186

};
\legend{PCA, Proposed}
\end{axis}
\end{tikzpicture}
\end{varwidth}
\end{preview}
\end{document}