Wanted to set expectations this isn’t in our short term roadmap. 1/25/2017….This is pretty complicated due to the underlying data dependencies
Hi everyone. We announced a partnership with ESRI to bring their mapping capabilities into Power BI. Their maps include the ability to build heatmaps! The feature’s in Preview at the moment, I’m leaving this marked as ‘Started’ for now and we’d appreciate your feedback. Try it out and let us know how you find it. We’ll update it to ‘Completed’ when we take the Preview label off the feature.
More details on the blog: https://powerbi.microsoft.com/en-us/blog/announcing-arcgis-maps-for-power-bi-by-esri-preview/