/usr/include/shogun/preprocessor/ is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shogun/preprocessor/DecompressString.h
/usr/include/shogun/preprocessor/DensePreprocessor.h
/usr/include/shogun/preprocessor/DimensionReductionPreprocessor.h
/usr/include/shogun/preprocessor/HomogeneousKernelMap.h
/usr/include/shogun/preprocessor/KernelPCA.h
/usr/include/shogun/preprocessor/LogPlusOne.h
/usr/include/shogun/preprocessor/NormOne.h
/usr/include/shogun/preprocessor/PCA.h
/usr/include/shogun/preprocessor/PNorm.h
/usr/include/shogun/preprocessor/Preprocessor.h
/usr/include/shogun/preprocessor/PruneVarSubMean.h
/usr/include/shogun/preprocessor/RandomFourierGaussPreproc.h
/usr/include/shogun/preprocessor/RescaleFeatures.h
/usr/include/shogun/preprocessor/SortUlongString.h
/usr/include/shogun/preprocessor/SortWordString.h
/usr/include/shogun/preprocessor/SparsePreprocessor.h
/usr/include/shogun/preprocessor/StringPreprocessor.h
/usr/include/shogun/preprocessor/SumOne.h