/usr/include/shogun/multiclass/ is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/multiclass/GMNPLib.h
/usr/include/shogun/multiclass/GMNPSVM.h
/usr/include/shogun/multiclass/GaussianNaiveBayes.h
/usr/include/shogun/multiclass/KNN.h
/usr/include/shogun/multiclass/LaRank.h
/usr/include/shogun/multiclass/MCLDA.h
/usr/include/shogun/multiclass/MulticlassLibLinear.h
/usr/include/shogun/multiclass/MulticlassLibSVM.h
/usr/include/shogun/multiclass/MulticlassLogisticRegression.h
/usr/include/shogun/multiclass/MulticlassOCAS.h
/usr/include/shogun/multiclass/MulticlassOneVsOneStrategy.h
/usr/include/shogun/multiclass/MulticlassOneVsRestStrategy.h
/usr/include/shogun/multiclass/MulticlassSVM.h
/usr/include/shogun/multiclass/MulticlassStrategy.h
/usr/include/shogun/multiclass/MulticlassTreeGuidedLogisticRegression.h
/usr/include/shogun/multiclass/QDA.h
/usr/include/shogun/multiclass/RejectionStrategy.h
/usr/include/shogun/multiclass/ScatterSVM.h
/usr/include/shogun/multiclass/ShareBoost.h
/usr/include/shogun/multiclass/ShareBoostOptimizer.h
/usr/include/shogun/multiclass/ecoc/
/usr/include/shogun/multiclass/ecoc/ECOCAEDDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCDiscriminantEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCEDDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCForestEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCHDDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCIHDDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCLLBDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCOVOEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCOVREncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCRandomDenseEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCRandomSparseEncoder.h
/usr/include/shogun/multiclass/ecoc/ECOCSimpleDecoder.h
/usr/include/shogun/multiclass/ecoc/ECOCStrategy.h
/usr/include/shogun/multiclass/ecoc/ECOCUtil.h
/usr/include/shogun/multiclass/tree/
/usr/include/shogun/multiclass/tree/BalancedConditionalProbabilityTree.h
/usr/include/shogun/multiclass/tree/ConditionalProbabilityTree.h
/usr/include/shogun/multiclass/tree/ConditionalProbabilityTreeNodeData.h
/usr/include/shogun/multiclass/tree/RandomConditionalProbabilityTree.h
/usr/include/shogun/multiclass/tree/RelaxedTree.h
/usr/include/shogun/multiclass/tree/RelaxedTreeNodeData.h
/usr/include/shogun/multiclass/tree/RelaxedTreeUtil.h
/usr/include/shogun/multiclass/tree/TreeMachine.h
/usr/include/shogun/multiclass/tree/TreeMachineNode.h
/usr/include/shogun/multiclass/tree/VwConditionalProbabilityTree.h