Simplify third_party path in Python package (#20776) (#20916)

* Simplify third_party path in Python package
* Fix typo

Author: qingqing01

python/setup.py.in

@@ -328,9 +328,14 @@ class InstallHeaders(Command):
         else:
             # third_party
             install_dir = re.sub('${THIRD_PARTY_PATH}', 'third_party', header)
-            install_dir = re.sub('src/extern_eigen3/', '', install_dir)
-            install_dir = re.sub('src/extern_boost/', '', install_dir)
-            install_dir = re.sub('src/extern_dlpack/', '', install_dir)
+            patterns = ['eigen3/src/extern_eigen3', 'boost/src/extern_boost',
+                       'dlpack/src/extern_dlpack/include',
+                       'install/protobuf/include',
+                       'install/gflags/include',
+                       'install/glog/include', 'install/xxhash/include',
+                       'threadpool/src/extern_threadpool']
+            for pattern in patterns:
+                install_dir = re.sub(pattern, '', install_dir)
         install_dir = os.path.join(self.install_dir, os.path.dirname(install_dir))
         if not os.path.exists(install_dir):
             self.mkpath(install_dir)