/usr/include/shogun/io/ is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/io/BinaryFile.h
/usr/include/shogun/io/BinaryStream.h
/usr/include/shogun/io/CSVFile.h
/usr/include/shogun/io/File.h
/usr/include/shogun/io/HDF5File.h
/usr/include/shogun/io/IOBuffer.h
/usr/include/shogun/io/LibSVMFile.h
/usr/include/shogun/io/LineReader.h
/usr/include/shogun/io/MLDataHDF5File.h
/usr/include/shogun/io/MemoryMappedFile.h
/usr/include/shogun/io/Parser.h
/usr/include/shogun/io/ProtobufFile.h
/usr/include/shogun/io/SGIO.h
/usr/include/shogun/io/SerializableAsciiFile.h
/usr/include/shogun/io/SerializableAsciiReader00.h
/usr/include/shogun/io/SerializableFile.h
/usr/include/shogun/io/SerializableHdf5File.h
/usr/include/shogun/io/SerializableHdf5Reader00.h
/usr/include/shogun/io/SerializableJsonFile.h
/usr/include/shogun/io/SerializableJsonReader00.h
/usr/include/shogun/io/SerializableXmlFile.h
/usr/include/shogun/io/SerializableXmlReader00.h
/usr/include/shogun/io/SimpleFile.h
/usr/include/shogun/io/protobuf/
/usr/include/shogun/io/protobuf/Chunks.pb.h
/usr/include/shogun/io/protobuf/Headers.pb.h
/usr/include/shogun/io/protobuf/ShogunVersion.pb.h
/usr/include/shogun/io/streaming/
/usr/include/shogun/io/streaming/InputParser.h
/usr/include/shogun/io/streaming/ParseBuffer.h
/usr/include/shogun/io/streaming/StreamingAsciiFile.h
/usr/include/shogun/io/streaming/StreamingFile.h
/usr/include/shogun/io/streaming/StreamingFileFromDenseFeatures.h
/usr/include/shogun/io/streaming/StreamingFileFromFeatures.h
/usr/include/shogun/io/streaming/StreamingFileFromSparseFeatures.h
/usr/include/shogun/io/streaming/StreamingFileFromStringFeatures.h
/usr/include/shogun/io/streaming/StreamingVwCacheFile.h
/usr/include/shogun/io/streaming/StreamingVwFile.h