Changing font style for latex rendering using PyPlot

You can also try this (seems to work well also in IJulia)

PyPlot.matplotlib[:rc]("mathtext",fontset="cm")        #computer modern font 
PyPlot.matplotlib[:rc]("font",family="serif",size=12)  #font similar to LaTeX
figure(figsize=(7,5))
  plot(x,y)
  title(L"a title using LaTeX, $2 b^2 + 0.5$")
  xlabel(L"$x$")
  ylabel("function value")
  text(-2.5,0.9,L"some text, $\ln(\mathrm{loss})$")
  text(-2.5,5,L"$\mu_2 = \int x^2 f(x) dx$")

In case you like TImes-Roman, try this

PyPlot.matplotlib[:rc]("mathtext",fontset="stix")
PyPlot.matplotlib[:rc]("font",family="STIXGeneral",style="normal",size=18)
...