[heterogeneous data] add exercises in mcvae: 1) check alpha parameter; 2) same exercise as the one in PLS section

Update introduction.md

See merge request ssilvari/flhd!4

[heterogeneous data] no need to install mcvae and reinitialize the kernel. Just add the mcvae path to sys.path.

New fedavg fedprox

See merge request ssilvari/flhd!3