Context: I want to create an interactive heatmap with areas separated by a ZIP code. I've found no way of displaying it directly (i.e. using Google Maps or OSM), so I want to create curves or lines that are separating those areas, and visualize it in maps.
I have a set of points, represented by their coordinates and their according class (ZIP code). I want to get a curve separating them. The problem is that these points are not linearly separable.
I tried to use softmax regression, but that doesn't work well with non-linearly separable classes. The only methods I know which are able to separate non-linearly are nearest neighbors and neural networks. But such classifiers only classify, they don't tell me the borders between classes.
Is there a way to get the borders somehow?