[Diff Privacy] Update README and fix code exec wrt Python 3.6

[LaRiffle]

Hi,
The README was unclear about how to get the data from MNIST and the use of Bazel.
I've tried to make it more simple, or fixed a pb of zip() linked to the python version which caused a NoVariable Exception in TF.

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[LaRiffle]

I signed it!

[googlebot]

CLAs look good, thanks!

[ilyamironov]

Welcome to the repo!

[LaRiffle]

Thanks!