/usr/include/shogun/lib/slep/ is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/lib/slep/SpInvCoVa/
/usr/include/shogun/lib/slep/SpInvCoVa/invCov.h
/usr/include/shogun/lib/slep/flsa/
/usr/include/shogun/lib/slep/flsa/flsa.h
/usr/include/shogun/lib/slep/flsa/sfa.h
/usr/include/shogun/lib/slep/order/
/usr/include/shogun/lib/slep/order/orderTree.h
/usr/include/shogun/lib/slep/order/sequence.h
/usr/include/shogun/lib/slep/overlapping/
/usr/include/shogun/lib/slep/overlapping/overlapping.h
/usr/include/shogun/lib/slep/q1/
/usr/include/shogun/lib/slep/q1/ep1R.h
/usr/include/shogun/lib/slep/q1/ep21R.h
/usr/include/shogun/lib/slep/q1/ep21d.h
/usr/include/shogun/lib/slep/q1/eppMatrix.h
/usr/include/shogun/lib/slep/q1/eppVector.h
/usr/include/shogun/lib/slep/q1/eppVectorR.h
/usr/include/shogun/lib/slep/q1/epph.h
/usr/include/shogun/lib/slep/q1/epsgLasso.h
/usr/include/shogun/lib/slep/q1/epsp.h
/usr/include/shogun/lib/slep/slep_mc_plain_lr.h
/usr/include/shogun/lib/slep/slep_mc_tree_lr.h
/usr/include/shogun/lib/slep/slep_options.h
/usr/include/shogun/lib/slep/slep_solver.h
/usr/include/shogun/lib/slep/tree/
/usr/include/shogun/lib/slep/tree/altra.h
/usr/include/shogun/lib/slep/tree/general_altra.h