How do I change the "Theme" colors in my color palette?

How do I change the "Theme" colors in my color palette?

Hi! How do I change the "theme" colors in my color palette. I see "theme", "standard" & "recent". I can't find where at all I can update these colors. 
 
I have tried going to Visual Editor and going to "Presets" & updating the color palette there by using custom values of Uno, Duo, Trio, etc, and it still does not change the colors that I have on my color palette (attached an image here). 

I would appreciate any insight on this! Thank you!