my problem can be summed up by the plots at the bottom of this post.
They show progressive zooming in of the buggy pairgrid, with the key plots being on the left column. Essentially, the points in my pairgrid are annoyingly very scattered, however as can be seen on the 3rd plot the bulk of them are still fairly localised in what I expected to be a Gaussian distribution.
Unfortunately, the KDE contour plot seems to completely miss the main bulk of the points, and orders itself around a few outliers.
Here's the code I'm using the generate the plots from a pandas DataFrame:
import seaborn as sns
from matplotlib import pyplot as plt
g = sns.PairGrid(HP, diag_sharey=False)
g.map_lower(sns.kdeplot, n_levels=5)
g.map_lower(plt.scatter, marker='^', alpha=0.7, color='y')
g.map_upper(plt.scatter, marker='+')
g.map_diag(sns.kdeplot)
I'm trying to figure out why this is happening. Does the kdeplot select only a subsample of the points or what?