How can I connect scatter points in a 3D space?

I recommend to not use Matplotlib for 3d plotting at all. You will hit a wall sooner or later. Even though there are cool looking plots around, it does not work well especially if you want to visualize scatter plots with many data points. And it will fail for sure if you want to plot colorized triangular meshes or complex surfaces.

Instead use one of the following toolkits:

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