How to obtain the same font(-style, -size etc.) in matplotlib output as in latex output?

The difference in the fonts can be caused by incorrect parameter setting out pictures with matplotlib or wrong its integration into the final document. I think problem in text.latex.preamble: \usepackage{lmodern}. This thing works very badly and even developers do not guarantee its workability, how you can find here. In my case it did not work at all.

Minimal differences in font associated with font family. For fix this u need: 'font.family' : 'lmodern' in rc. Other options and more detailed settings can be found here.

To suppress this problem, I used a slightly different method - direct. plt.rcParams['text.latex.preamble']=[r"\usepackage{lmodern}"]. It is not strange, but it worked. Further information can be found at the link above.

---

To prevent these effects suggest taking a look at this code:

import matplotlib.pyplot as plt

#Direct input 
plt.rcParams['text.latex.preamble']=[r"\usepackage{lmodern}"]
#Options
params = {'text.usetex' : True,
          'font.size' : 11,
          'font.family' : 'lmodern',
          'text.latex.unicode': True,
          }
plt.rcParams.update(params) 

fig = plt.figure()

#You must select the correct size of the plot in advance
fig.set_size_inches(3.54,3.54) 

plt.plot([1,2,3,4])
plt.xlabel("Excitation-Energy")
plt.ylabel("Intensität")
plt.savefig("graph.pdf", 
            #This is simple recomendation for publication plots
            dpi=1000, 
            # Plot will be occupy a maximum of available space
            bbox_inches='tight', 
            )

---

And finally move on to the latex:

\documentclass[11pt]{scrartcl}

\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{lmodern}
\usepackage{graphicx}

\begin{document}

\begin{figure}
    \begin{center}
        \includegraphics{./graph}
        \caption{Excitation-Energy}
        \label{fig:graph}
    \end{center}
\end{figure}

\end{document}

---

Results

As can be seen from a comparison of two fonts - differences do not exist (1 - MatPlotlib, 2 - pdfLaTeX)

Alternatively, you can use Matplotlib's PGF backend. It exports your graph using LaTeX package PGF, then it will use the same fonts your document uses, as it is just a collection of LaTeX commands. You add then in the figure environment using input command, instead of includegraphics:

\begin{figure}
  \centering
  \input{your_figure.pgf}
  \caption{Your caption}
\end{figure}

If you need to adjust the sizes, package adjustbox can help.