Set defaults to empty dicts since that's how they are set internally
`scatter_matrix()` takes arguments `density_kwds` and `hist_kwds` which defaults to None. These are later set to empty dicts if they are not None. This tiny PR changes the defaults to empty dicts to improve code clarity.

 - [ ] closes #xxxx
 - [X] tests added / passed
 - [X] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [ ] whatsnew entry
