title: Each marker with a different color
body: <p>In a similar vein to: <a href="https://stackoverflow.com/questions/8202605/matplotlib-scatterplot-colour-as-a-function-of-a-third-variable">Matplotlib scatterplot; colour as a function of a third variable</a>, can one specify the color of each marker separately in a <strong>regular</strong> `ax.plot() (i.e. without using a scatterplot).</p>
  
  <p>If I try:</p>
  
  <pre><code>cmap  = sns.color_palette("Greys",5)
  color = np.array(cmap)[[0,4],:]
  
  ax.plot(X, Y, color=color, markersize=12, marker='o', linewidth=0)
  </code></pre>
  
  <p>I get:</p>
  
  <pre><code>ValueError: to_rgba: Invalid rgba arg "[[ 0.91252596  0.91252596  0.91252596]
  </code></pre>