Generate a heatmap using a scatter data set

I have a set of X,Y data points (about 10k) that are easy to plot as a scatter plot but that I would like to represent as a heatmap.

I looked through the examples in Matplotlib and they all seem to already start with heatmap cell values to generate the image.

Is there a method that converts a bunch of x, y, all different, to a heatmap (where zones with higher frequency of x, y would be "warmer")?

If you don't want hexagons, you can use numpy's histogram2d function:

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

# Generate some test data
x = np.random.randn(8873)
y = np.random.randn(8873)

heatmap, xedges, yedges = np.histogram2d(x, y, bins=50)
extent = [xedges[0], xedges[-1], yedges[0], yedges[-1]]

plt.clf()
plt.imshow(heatmap.T, extent=extent, origin='lower')
plt.show()

This makes a 50x50 heatmap. If you want, say, 512x384, you can put bins=(512, 384) in the call to histogram2d.

Example: