How to change the position of y-axis label in Gnuplot

After setting the font sizes for Gnuplot, they fonts look good. However, the y labels is too far away from the y-axis. How to change the position of y-axis label in Gnuplot?

You can make use of the {offset <offset>} option.

For example:

set ylabel "Y Label" offset 3,0,0

which moves the ylabel 3 characters toward the x axis (and 0 towards the y and z axes) relative to its original position.