calling plt.plot() shrinks pygame window

Question

I have this example code:

import pygame
import numpy as np
import matplotlib.pyplot as plt

pygame.init()
pygame.display.set_caption('Test')

################## Globals ######################

FONT = pygame.font.SysFont('Cambria', 20)
CLOCK = pygame.time.Clock()

SCREEN_WIDTH, SCREEN_HEIGHT = 600, 700
screen = pygame.display.set_mode([SCREEN_WIDTH, SCREEN_HEIGHT])

################ Functions ######################
def draw():
    pygame.event.pump()
    screen.fill((200,200,200))

    text = 'TEST'
    msg = FONT.render(text,True,(0,0,0))
    text_width,text_height = FONT.size(text)
    screen.blit(msg,( (SCREEN_WIDTH-text_width)//2, (SCREEN_HEIGHT-text_height)//2 ))

    # update
    pygame.display.update()



if __name__ == '__main__':
    # main pygame loop
    while True:
        for event in pygame.event.get():
            if event.type == pygame.QUIT:
                exit()

            elif event.type == pygame.KEYDOWN:
                if event.key == pygame.K_SPACE:
                    x = np.linspace(0,10,200)
                    y = np.sin(x)
                    plt.plot(x,y)
                    plt.savefig('plot.pdf')
        draw()
        CLOCK.tick(60)

When I start the program it looks like this:

But as soon as I hit SPACE (and therefor call plt.plot()) the window shrinks like this:

Can some one explain why this is happening and maybe how to fix it.