Python adaptive histogram widths
I think you should first remap your data, then create the histogram, and then interpret the histogram knowing the values have been transformed. One possibility would be to tweak the histogram tick labels so that they display mapped values.
One possible way of doing it, for example, would be:

Sort one dimension of data as an unidimensional array;
Integrate this array, so you have a cumulative distribution;
Find the steepest part of this distribution, and choose a horizontal interval corresponding to a "good" bin size for the peak of your histogram - that is, a size that gives you good resolution;
Find the size of this same interval along the vertical axis. That will give you a bin size to apply along the vertical axis;
Create the bins using the vertical span of that bin - that is, "draw" horizontal, equidistant lines to create your bins, instead of the most common way of drawing vertical ones;

That way, you'll have lots of bins where data is more dense, and lesser bins where data is more sparse.
Two things to consider:

The mapping function is the cumulative distribution of the sorted values along that dimension. This can be quite arbitrary. If the distribution resembles some well known algebraic function, you could define it mathematically and use it to perform a two-way transform between actual value data and "adaptive" histogram data;
This applies to only one dimension. Care must be taken as how this would work if the histograms from multiple dimensions are to be combined.
I am currently working on a project where I have to bin up to 10-dimensional data. This works totally fine with numpy.histogramdd, however with one have a serious obstacle:
My parameter space is pretty large, but only a fraction is actually inhabited by data (say, maybe a few % or so...). In these regions, the data is quite rich, so I would like to use relatively small bin widths. The problem here, however, is that the RAM usage totally explodes. I see usage of 20GB+ for only 5 dimensions which is already absolutely not practical. I tried defining the grid myself, but the problem persists...
My idea would be to manually specify the bin edges, where I just use very large bin widths for empty regions in the data space. Only in regions where I actually have data, I would need to go to a finer scale.
I was wondering if anyone here knows of such an implementation already which works in arbitrary numbers of dimensions.
thanks