I am looking at the iris data set (Fisher 1936). e.g. https://www.kaggle.com/uciml/iris/downloads/Iris.csv
Creating the seaborn pairplot with the arguments
There was an the issue with producing hues on the diagonal of sns.pairplot. This issue is now fixed in version 0.8.1 of seaborn.
In case one is still interested, the following may be a workaround. You may create the underlying PairGrid yourself and map the diagonal and the off_diagonal elements individually. For the diagonal elements, get a color from the current cycler first, then use this color for the kdeplot.
import matplotlib.pyplot as plt
import seaborn as sns
iris = sns.load_dataset("iris")
g = sns.PairGrid(iris, hue='species', size=2)
def f(x, **kwargs):
kwargs.pop("color")
col = next(plt.gca()._get_lines.prop_cycler)['color']
sns.kdeplot(x, color=col, **kwargs)
g.map_diag(f)
g.map_offdiag(plt.scatter)
g.add_legend()
plt.show()