How do you add a shaded area between two points in a matplotlib plot?

In the example matplotlib plot below, I manually added the shaded, yellow area using Skitch. I'd like to know how to do this sans-Skitch.

You can just use the function axvspan. The advantage to this is that the vertical region (or horizontal, in the case of axhspan) will remain shaded regardless of how you pan/zoom the plot. There's a complete example here.

See a simple example below:

import numpy as np
import matplotlib.pyplot as plt

x = np.linspace(0, 20, 500)
y = np.cos(3*x) - 2*np.cos(5*x) + 0.5*np.cos(6*x)

a = 5
b = 15

plt.axvspan(a, b, color='y', alpha=0.5, lw=0)
plt.plot(x, y)
plt.savefig('shade.png', dpi=300)
plt.show()

That gives as a result