How to draw a heatmap with grids of different colors in a map?

Recently I have been reading a paper called Modeling Taxi Drivers’ Behaviour for the Next Destination Prediction. There is a figure(Fig.1) that I wonder how to draw. Based on what I know, it may be drawn by Python. Then what library of Python should I use to draw such a heatmap?

Thanks a lot in advance for your time and your expertise.

Best Regards

I have built something very similar for myself in the past. However, as you are just wondering how this would be drawn and not exactly asking how to do it with Python, I will share how I did it.

1. Building Grid:

The grids on the map are squares of X-size latitude and longitude. In short, those are latitude and longitude grids. I used an interactive map library named leaflet.js to build the world map with an overlay of latitude and longitude grids. This is the tutorial I followed from the leaflet: https://leafletjs.com/examples/choropleth/

Remember, you have to and can build your version of the grid to overlay on a world map using GeoJSON as discussed in the tutorial. At least, when I was building, there wasn't a publicly available version of the lat/long square grid.

2. Showing Colors (Heatmap):

Once you build the grid with GeoJSON, the leaflet can take the whole GeoJSON as it is and overlay it on any map of your choice. That means you can put the numbers(aka data) for each grid in the GeoJSON. This part is also shown in the same tutorial.

For my project, I used to create a complete GeoJSON formatted file with normalized data in Python and then visualize it in leaflet.js. Below is an example of what I have built using these tools.