/usr/include/shogun/lib/external/ is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/lib/external/PMurHash.h
/usr/include/shogun/lib/external/SFMT/
/usr/include/shogun/lib/external/SFMT/SFMT-common.h
/usr/include/shogun/lib/external/SFMT/SFMT-params.h
/usr/include/shogun/lib/external/SFMT/SFMT-params11213.h
/usr/include/shogun/lib/external/SFMT/SFMT-params1279.h
/usr/include/shogun/lib/external/SFMT/SFMT-params132049.h
/usr/include/shogun/lib/external/SFMT/SFMT-params19937.h
/usr/include/shogun/lib/external/SFMT/SFMT-params216091.h
/usr/include/shogun/lib/external/SFMT/SFMT-params2281.h
/usr/include/shogun/lib/external/SFMT/SFMT-params4253.h
/usr/include/shogun/lib/external/SFMT/SFMT-params44497.h
/usr/include/shogun/lib/external/SFMT/SFMT-params607.h
/usr/include/shogun/lib/external/SFMT/SFMT-params86243.h
/usr/include/shogun/lib/external/SFMT/SFMT-sse2.h
/usr/include/shogun/lib/external/SFMT/SFMT.h
/usr/include/shogun/lib/external/brent.h
/usr/include/shogun/lib/external/dSFMT/
/usr/include/shogun/lib/external/dSFMT/dSFMT-common.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params11213.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params1279.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params132049.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params19937.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params216091.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params2203.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params4253.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params44497.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params521.h
/usr/include/shogun/lib/external/dSFMT/dSFMT-params86243.h
/usr/include/shogun/lib/external/dSFMT/dSFMT.h
/usr/include/shogun/lib/external/gpdt.h
/usr/include/shogun/lib/external/gpdtsolve.h
/usr/include/shogun/lib/external/gpm.h
/usr/include/shogun/lib/external/libocas.h
/usr/include/shogun/lib/external/libocas_common.h
/usr/include/shogun/lib/external/libqp.h
/usr/include/shogun/lib/external/pr_loqo.h
/usr/include/shogun/lib/external/shogun_libsvm.h
/usr/include/shogun/lib/external/ssl.h