Error when running the create_dendrogram example
I am running plotly.py version 4.8.2 in a jupyter notebook.
I ran the following code, copied from the [documentation page](https://plotly.com/python/dendrogram/):
```
import plotly.figure_factory as ff
import numpy as np
np.random.seed(1)

X = np.random.rand(10,10)
fig = ff.create_dendrogram(X)
fig.update_layout(width=800, height=500)
fig.show()
```
and getting the following error message:
```
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-1-386e391a19fb> in <module>
      4 
      5 X = np.random.rand(10,10)
----> 6 fig = ff.create_dendrogram(X)
      7 fig.update_layout(width=800, height=500)
      8 fig.show()

~/miniconda3/envs/jupyterlab_new/lib/python3.8/site-packages/plotly/figure_factory/_dendrogram.py in create_dendrogram(X, orientation, labels, colorscale, distfun, linkagefun, hovertext, color_threshold)
     89         distfun = scs.distance.pdist
     90 
---> 91     dendrogram = _Dendrogram(
     92         X,
     93         orientation,

~/miniconda3/envs/jupyterlab_new/lib/python3.8/site-packages/plotly/figure_factory/_dendrogram.py in __init__(self, X, orientation, labels, colorscale, width, height, xaxis, yaxis, distfun, linkagefun, hovertext, color_threshold)
    143             distfun = scs.distance.pdist
    144 
--> 145         (dd_traces, xvals, yvals, ordered_labels, leaves) = self.get_dendrogram_traces(
    146             X, colorscale, distfun, linkagefun, hovertext, color_threshold
    147         )

~/miniconda3/envs/jupyterlab_new/lib/python3.8/site-packages/plotly/figure_factory/_dendrogram.py in get_dendrogram_traces(self, X, colorscale, distfun, linkagefun, hovertext, color_threshold)
    335                 y=np.multiply(self.sign[self.yaxis], ys),
    336                 mode="lines",
--> 337                 marker=dict(color=colors[color_key]),
    338                 text=hovertext_label,
    339                 hoverinfo="text",

KeyError: 'C1'
```
I've tried downgrading to 4.8.1, but got the same error.
My working env is created with miniconda3, using the yml file:
```
name: jupyterlab_new
channels:
  - conda-forge
  - bioconda
dependencies:
  - jupyterlab
  - pandas
  - numpy
  - seaborn
  - plotly
  - biopython
```

Thanks!
diff --git a/packages/python/plotly/plotly/figure_factory/_dendrogram.py b/packages/python/plotly/plotly/figure_factory/_dendrogram.py
index 380487e9a..4164d0a05 100644
--- a/packages/python/plotly/plotly/figure_factory/_dendrogram.py
+++ b/packages/python/plotly/plotly/figure_factory/_dendrogram.py
@@ -25,14 +25,21 @@ def create_dendrogram(
     color_threshold=None,
 ):
     """
-    Function that returns a dendrogram Plotly figure object.
+    Function that returns a dendrogram Plotly figure object. This is a thin
+    wrapper around scipy.cluster.hierarchy.dendrogram.
 
     See also https://dash.plot.ly/dash-bio/clustergram.
 
     :param (ndarray) X: Matrix of observations as array of arrays
     :param (str) orientation: 'top', 'right', 'bottom', or 'left'
     :param (list) labels: List of axis category labels(observation labels)
-    :param (list) colorscale: Optional colorscale for dendrogram tree
+    :param (list) colorscale: Optional colorscale for the dendrogram tree.
+                              Requires 8 colors to be specified, the 7th of
+                              which is ignored.  With scipy>=1.5.0, the 2nd, 3rd
+                              and 6th are used twice as often as the others.
+                              Given a shorter list, the missing values are
+                              replaced with defaults and with a longer list the
+                              extra values are ignored.
     :param (function) distfun: Function to compute the pairwise distance from
                                the observations
     :param (function) linkagefun: Function to compute the linkage matrix from
@@ -160,8 +167,8 @@ class _Dendrogram(object):
         if len(self.zero_vals) > len(yvals) + 1:
             # If the length of zero_vals is larger than the length of yvals,
             # it means that there are wrong vals because of the identicial samples.
-            # Three and more identicial samples will make the yvals of spliting center into 0 and it will \\
-            # accidentally take it as leaves.
+            # Three and more identicial samples will make the yvals of spliting
+            # center into 0 and it will accidentally take it as leaves.
             l_border = int(min(self.zero_vals))
             r_border = int(max(self.zero_vals))
             correct_leaves_pos = range(
@@ -185,6 +192,9 @@ class _Dendrogram(object):
 
         # These are the color codes returned for dendrograms
         # We're replacing them with nicer colors
+        # This list is the colors that can be used by dendrogram, which were
+        # determined as the combination of the default above_threshold_color and
+        # the default color palette (see scipy/cluster/hierarchy.py)
         d = {
             "r": "red",
             "g": "green",
@@ -193,12 +203,14 @@ class _Dendrogram(object):
             "m": "magenta",
             "y": "yellow",
             "k": "black",
+            # TODO: 'w' doesn't seem to be in the default color
+            # palette in scipy/cluster/hierarchy.py
             "w": "white",
         }
         default_colors = OrderedDict(sorted(d.items(), key=lambda t: t[0]))
 
         if colorscale is None:
-            colorscale = [
+            rgb_colorscale = [
                 "rgb(0,116,217)",  # blue
                 "rgb(35,205,205)",  # cyan
                 "rgb(61,153,112)",  # green
@@ -206,13 +218,43 @@ class _Dendrogram(object):
                 "rgb(133,20,75)",  # magenta
                 "rgb(255,65,54)",  # red
                 "rgb(255,255,255)",  # white
-                "rgb(255,220,0)",
-            ]  # yellow
+                "rgb(255,220,0)",  # yellow
+            ]
+        else:
+            rgb_colorscale = colorscale
 
         for i in range(len(default_colors.keys())):
             k = list(default_colors.keys())[i]  # PY3 won't index keys
-            if i < len(colorscale):
-                default_colors[k] = colorscale[i]
+            if i < len(rgb_colorscale):
+                default_colors[k] = rgb_colorscale[i]
+
+        # add support for cyclic format colors as introduced in scipy===1.5.0
+        # before this, the colors were named 'r', 'b', 'y' etc., now they are
+        # named 'C0', 'C1', etc. To keep the colors consistent regardless of the
+        # scipy version, we try as much as possible to map the new colors to the
+        # old colors
+        # this mapping was found by inpecting scipy/cluster/hierarchy.py (see
+        # comment above).
+        new_old_color_map = [
+            ("C0", "b"),
+            ("C1", "g"),
+            ("C2", "r"),
+            ("C3", "c"),
+            ("C4", "m"),
+            ("C5", "y"),
+            ("C6", "k"),
+            ("C7", "g"),
+            ("C8", "r"),
+            ("C9", "c"),
+        ]
+        for nc, oc in new_old_color_map:
+            try:
+                default_colors[nc] = default_colors[oc]
+            except KeyError:
+                # it could happen that the old color isn't found (if a custom
+                # colorscale was specified), in this case we set it to an
+                # arbitrary default.
+                default_colors[n] = "rgb(0,116,217)"
 
         return default_colors
 
['packages/python/plotly/plotly/figure_factory/_dendrogram.py']