/usr/include/shark/ObjectiveFunctions/Loss/ is in libshark-dev 3.0.1+ds1-2ubuntu1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/shark/ObjectiveFunctions/Loss/AbsoluteLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/AbstractLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/CrossEntropy.h
/usr/include/shark/ObjectiveFunctions/Loss/CrossEntropyIndependent.h
/usr/include/shark/ObjectiveFunctions/Loss/DiscreteLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/EpsilonHingeLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/HingeLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/HuberLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/SquaredEpsilonHingeLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/SquaredHingeLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/SquaredLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/TukeyBiweightLoss.h
/usr/include/shark/ObjectiveFunctions/Loss/ZeroOneLoss.h