I have been trying to create custom regions for states. I want to fill the state map by using area of influence of points.
The below image represents what I have been trying. The left image shows the points and I just want to fill all the areas as in the right image. I have used Voronoi/Thiesen, but it leaves some points outside the area since it just takes the centroid to color the polygon.
Is there any algorithm or process to achieve that?, now I am using in Python.
You've identified your basic problem: you used a cluster-unit Voronoi algorithm, which is too simplistic for your application. You need to apply that same algebra to the points themselves, not to the region as a single-statistic entity.
To this end, I strongly recommend a multi-class SVM (Support Vector Machine) algorithm, which will identify the largest gaps between identified regions (classes) of points. Use a Gaussian kernel modification (of a very low degree) to handle non-linear boundaries. You will almost certainly get simple curves instead of lines.
