Change figure window title in pylab

Based on Andrew' answer, if you use pyplot instead of pylab, then:

fig = pyplot.gcf()
fig.canvas.set_window_title('My title')

If you want to actually change the window you can do:

fig = pylab.gcf()
fig.canvas.set_window_title('Test')

Update 2021-05-15:

The solution above is deprecated (see here). instead use

fig = pylab.gcf()
fig.canvas.manager.set_window_title('Test')

You can also set the window title when you create the figure:

fig = plt.figure("YourWindowName")