Is there a chemical that when heated its polarity changes?
Polarity? I don't know what you mean - electronic dipole moment? Steroisomerism?
Dipole moment is not affected by temperate.
Perhaps he/she is referring to the orientation of the individual molecule itself with respect to its symmetry properties, in that sense you may want to consider heating a rubber band, although I don't know if this would be the best example.
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