Create a Python script to remove certain characters given in a set from a string.
ABCDEFGHIJKLMNOPQRSTUVWXYZ
set = {'A', 'C', 'D', 'E'}
string = "ABCDEFGHIJKLMNOPQRSTUVWXYZ"
remove_chars = set(['A', 'C', 'D', 'E'])
 
result = "".join(char for char in string if char not in remove_chars)

print(result)