Create 2d heatmap from set of 3d points

So let’s say we have a set of 3d points, where the three dimensions represent (x,y,value)
Does matplotlib have a way to interpolate these points to make a realistic heatmap.
So e.g. if for all i=0 to 1000 (0, i*0.000001, 1) is a value, then it should be really warm around (0,0) since these points are all close to (0,0).

Does matplotlib have something like that?

Maybe hexbin or hist2d?

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