I am using seaborn and and t-SNE to visualise class separability/overlap and in my dataset containing five classes. My plot is thus a 2x2 subplots. I used the following function which generates the figure below.
def pair_plot_tsne(df):
tsne = TSNE(verbose=1, random_state=234)
df1 = df[(df['mode'] != 'car') & (df['mode'] != 'bus')]
tsne1 = tsne.fit_transform(df1[cols].values) # cols - df's columns list
df1['tsne_one'] = tsne1[:, 0]
df1['tsne-two'] = tsne1[:, 1]
df2 = df[(df['mode'] != 'foot') & (df['mode']!= 'bus')]
tsne2 = tsne.fit_transform(df2[cols].values)
df2['tsne_one'] = tsne2[:, 0]
df2['tsne-two'] = tsne2[:, 1]
df3 = df[df['mode'] != 'car']
tsne3 = tsne.fit_transform(df3[cols].values)
df3['tsne_one'] = tsne3[:, 0]
df3['tsne-two'] = tsne3[:, 1]
df4 = df[df['mode'] != 'foot']
tsne4 = tsne.fit_transform(df4[cols].values)
df4['tsne_one'] = tsne4[:, 0]
df4['tsne-two'] = tsne4[:, 1]
#create figure
f = plt.figure(figsize=(16,4))
ax1 = plt.subplot(2, 2, 1)
sns.scatterplot( #df1 has 3 classes, so 3 colors
x ='tsne_one', y='tsne-two', hue = 'mode', data = df1, palette = sns.color_palette('hls', 3),
legend='full', alpha = 0.7, ax = ax1 )
ax2 = plt.subplot(2, 2, 2)
sns.scatterplot( #df2 has 3 classes, so 3 colors
x ='tsne_one', y='tsne-two', hue = 'mode', data = df2, palette = sns.color_palette('hls', 3),
legend='full', alpha = 0.7, ax = ax2 )
ax3 = plt.subplot(2, 2, 3)
sns.scatterplot( #df3 has 4 classes, so 4 colors
x ='tsne_one', y='tsne-two', hue = 'mode', data = df3, palette = sns.color_palette('hls', 4),
legend='full', alpha = 0.7, ax = ax3 )
ax4 = plt.subplot(2, 2, 4)
sns.scatterplot( #df4 has 4 classes, so 4 colors
x ='tsne_one', y='tsne-two', hue = 'mode', data = df4, palette = sns.color_palette('hls', 4),
legend='full', alpha = 0.7, ax = ax4 )
return f, ax1, ax2, ax3, ax4
Since I'm plotting a subset of the dataset in each subplot, I would like to have the color of each class consistent, in whichever plot it appears. For class, a blue color for the car mode in whichever subplot it appears, a black color for bus mode in which ever plot it appears, etc...
As it is now, foot is red in subplot(2, 2, 1), and also car is read in subplot(2, 2, 2) although the rest are consistent.

For this use case, seaborn allows a dictionary as palette. The dictionary will assign a color to each hue value.
Here is an example of how such a dictionary could be created for your data:
You may also want a single figure level legend