The Roman Stoic Cato the Younger wore tunics of unusual colors to deliberately face ridicule and train himself to feel shame only for things truly worthy of shame.
"if you were to look at, like for instance, Cato, who was considered kind of the perfect Stoic for a period of time, uh he would wear a tunic that was an unusual color to train himself, because he would get ridiculed for it, to train himself to be embarrassed about only those things which are truly worth being embarrassed about" (said at 1:02:01)
No published record matching the claim that Cato the Younger wore tunics of unusual colors to deliberately face ridicule and train himself to feel shame only for things truly worthy of shame was located; this does not prove the claim false.
corroborated by web sources
According to Plutarch's *Life of Cato the Younger*, Cato deliberately wore unusual and unfashionable colors, and at times walked without a tunic or shoes, to train himself to feel shame only for what was truly shameful.