Bokeh Hover Disappears

import numpy as np
import pandas as pd
import seaborn as sns

from bokeh import client as bkclient
from bokeh import io as bkio
from bokeh import plotting as bkplot
from bokeh import models as bkmodels


HEAT_DATA = pd.DataFrame(data=np.random.uniform(-3, 3, (100, 100)),
                         index=['R{}'.format(x) for x in range(100)],
                         columns=['C{}'.format(x) for x in range(100)])

SCATTER_DATA = pd.DataFrame(data=np.random.normal(-1, 1, (100, 2)),
                            index=['R{}'.format(x) for x in range(100)],
                            columns=list('xy'))


def convert_to_colors(values, resolution=50):
    rgb = np.asarray(sns.color_palette('RdBu', n_colors=resolution)) * 255
    hex = np.asarray(['#%02x%02x%02x' % tuple(x) for x in rgb.astype(int)])[::-1]
    n_range = np.linspace(-3, 3, resolution)
    value_color_map = pd.DataFrame(dict({'value': n_range, 'color': hex}))

    idxs = np.apply_along_axis(lambda o: np.searchsorted(value_color_map['value'], o), 0, values)
    idxs[idxs > (value_color_map.shape[0] - 1)] -= 1
    colors = np.apply_along_axis(lambda o: value_color_map['color'][o], 0, idxs)
    return colors

def refresh_heatmap(selections):
    print('\n\n\n\n\n')
    print(selections)
    print('\n\n\n\n\n')

    frame = HEAT_DATA.loc[selections, :]
    frame_unstacked = frame.unstack().to_frame('values')
    frame_unstacked = frame_unstacked.reset_index()

    frame_unstacked['color'] = convert_to_colors(frame_unstacked['values'])

    # Note: These calls are referencing global object (defined below).
    heat_source.data = bkmodels.ColumnDataSource(frame_unstacked).data
    heat_figure.y_range.factors = selections
    return

def update_selected(attr, old, new):
    idxs = np.asarray(new['1d']['indices'])
    if len(idxs) > 0:
        selected = SCATTER_DATA.index[idxs].tolist()
    refresh_heatmap(selected)
    return


# Scatter Plot
scatter_source = bkmodels.ColumnDataSource(SCATTER_DATA)
scatter_figure = bkplot.figure(title='Scatter', tools='pan,box_zoom,box_select,reset')
scatter_plot = scatter_figure.scatter('x', 'y', source=scatter_source, alpha=0.6)

scatter_figure.select(bkmodels.BoxSelectTool).select_every_mousemove = False
scatter_plot.data_source.on_change('selected', update_selected)

# Heat Map
HEAT_DATA.index.name = 'Rows'
HEAT_DATA.columns.name = 'Cols'
heat_unstacked = HEAT_DATA.unstack().to_frame('values')
heat_unstacked = heat_unstacked.reset_index()
heat_unstacked['color'] = convert_to_colors(heat_unstacked['values'])

heat_source = bkmodels.ColumnDataSource(heat_unstacked)

hover = bkmodels.HoverTool(tooltips=[('Upper', '@Rows'), ('Lower', '@Cols'), ('Value', '@values')])
heat_figure = bkplot.figure(title='Heat Map', tools=[hover], x_range=bkmodels.FactorRange(factors=[]),
                            y_range=bkmodels.FactorRange(factors=[]))

heat_figure.x_range.factors = HEAT_DATA.columns.tolist()
heat_figure.y_range.factors = HEAT_DATA.index.tolist()

heat_figure.xaxis.visible = None
heat_figure.yaxis.visible = None

heat_plot = heat_figure.rect('Cols', 'Rows', 1, 1, source=heat_source, color='color', line_color=None)

# Render Page
LAYOUT = bkplot.vplot(scatter_figure, heat_figure)
bkplot.show(LAYOUT)