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I have no idea how Yelp has implemented this but I've done Heatmaps before.

Basic process I built relied on caching map tiles.

Pre-compute your raw data by lat/long. Build that into map tiles you overlay on the map by determining map area and converting lat/long to pixels on the tile. Load new tiles as the map is panned. Do it quickly if you want users to be happy. Cache everything.

To reply to myself, it looks like it's rendered client side - the json just returns a bunch of points and the heatmap must be canvas.

See the json here: http://s3-media3.ak.yelpcdn.com/wordmap/2/words/sf/dim-sum.j...

Yes - good client side JS to do this has only been around for a year or so. Before that it was ESRI, or map tile complexity...

Likely using this:

https://developers.google.com/maps/documentation/javascript/...