/usr/include/shogun/classifier/vw/ is in libshogun-dev 1.1.0-4ubuntu2.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/classifier/vw/VowpalWabbit.h
/usr/include/shogun/classifier/vw/VwEnvironment.h
/usr/include/shogun/classifier/vw/VwLearner.h
/usr/include/shogun/classifier/vw/VwParser.h
/usr/include/shogun/classifier/vw/VwRegressor.h
/usr/include/shogun/classifier/vw/cache/
/usr/include/shogun/classifier/vw/cache/VwCacheReader.h
/usr/include/shogun/classifier/vw/cache/VwCacheWriter.h
/usr/include/shogun/classifier/vw/cache/VwNativeCacheReader.h
/usr/include/shogun/classifier/vw/cache/VwNativeCacheWriter.h
/usr/include/shogun/classifier/vw/learners/
/usr/include/shogun/classifier/vw/learners/VwAdaptiveLearner.h
/usr/include/shogun/classifier/vw/learners/VwNonAdaptiveLearner.h
/usr/include/shogun/classifier/vw/vw_common.h
/usr/include/shogun/classifier/vw/vw_constants.h
/usr/include/shogun/classifier/vw/vw_example.h
/usr/include/shogun/classifier/vw/vw_label.h
/usr/include/shogun/classifier/vw/vw_math.h