/usr/include/shogun/transfer/multitask/ is in libshogun-dev 3.1.1-1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/transfer/multitask/LibLinearMTL.h
/usr/include/shogun/transfer/multitask/MultitaskClusteredLogisticRegression.h
/usr/include/shogun/transfer/multitask/MultitaskKernelMaskNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskKernelMaskPairNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskKernelMklNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskKernelNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskKernelPlifNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskKernelTreeNormalizer.h
/usr/include/shogun/transfer/multitask/MultitaskL12LogisticRegression.h
/usr/include/shogun/transfer/multitask/MultitaskLeastSquaresRegression.h
/usr/include/shogun/transfer/multitask/MultitaskLinearMachine.h
/usr/include/shogun/transfer/multitask/MultitaskLogisticRegression.h
/usr/include/shogun/transfer/multitask/MultitaskROCEvaluation.h
/usr/include/shogun/transfer/multitask/MultitaskTraceLogisticRegression.h
/usr/include/shogun/transfer/multitask/Task.h
/usr/include/shogun/transfer/multitask/TaskGroup.h
/usr/include/shogun/transfer/multitask/TaskRelation.h
/usr/include/shogun/transfer/multitask/TaskTree.h