In case you still want to create a heatmap using Bokeh: the charts module was removed in more recent versions. In other words, this command will not work with newer versions of Bokeh:
from bokeh.charts import HeatMap
Since it gives the error:
ImportError: cannot import name 'charts'
Charts was moved to bkcharts package, which was than discontinued (further reference in in this answer). Holoviews still has some support for Bokeh, but has some different syntax.
A solution for creating Heatmaps in Bokeh is using p.rect() as instructed in this link about unemployment.py, which results in something like this:
p = figure()
hm = p.rect(data, x='metric', y='players',values='score', title='Fruits', stat=None)
Which yields a results that looks like this:
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