We reconstruct the Equation of State of Dark Energy (EoS) from current data using a non-parametric approach where, rather than assuming a specific time evolution of this function, we bin it in time. We treat the transition between the bins with two different methods, i.e. a smoothed step function and a Gaussian Process reconstruction, investigating whether or not the two approaches lead to compatible results. Additionally, we include in the reconstruction procedure a correlation between the values of the EoS at different times in the form of a theoretical prior that takes into account a set of viability and stability requirements that one can impose on models alternative to $Lambda$CDM. In such case, we necessarily specialize to broad, but specific classes of alternative models, i.e. Quintessence and Horndeski gravity. We use data coming from CMB, Supernovae and BAO surveys. We find an overall agreement between the different reconstruction methods used; with both approaches, we find a time dependence of the mean of the reconstruction, with different trends depending on the class of model studied. The constant EoS predicted by the $Lambda$CDM model falls anyway within the $1sigma$ bounds of our analysis.