I would expect that if you add a new filter with a higher priority it gets added to the existing color schemes:
add_filter( 'twentyfifteen_color_schemes', 'wpse193782_custom_color_schemes', 99 );
function wpse193782_custom_color_schemes( $schemes ) {
$schemes['default'] = array(
'label' => __( 'Colors by Kat', 'twentyfifteen' ),
'colors' => array(
'#f1f1f1',
'#C32148',
'#ffffff',
'#333333',
'#333333',
'#f7f7f7',
),
);
return $schemes;
}
Edited my answer.
By (re)naming the scheme ['default']
your own color scheme replaces the default color scheme.