Support for MacOS

[milesaturpin]

Since Mac doesn't come preloaded with wget, I had issues running the preprocessing script for FEMNIST. Installing wget with homebrew didn't seem to work on its own, as the data was still not downloading — I ended up running get_data.sh separately, and then starting preprocess.sh afterward. Figured this might be useful for anyone else having the same problem.

[chamathpali]

@milesaturpin 👍 Just adding a reference for downloading wget for mac here https://stackoverflow.com/questions/33886917/how-to-install-wget-in-macos