A circular dependency involving comparison functors

Suppose that we need to store information about labeled e-mail messages. Each message can be assigned many labels. Also, we would like to be able to quickly retrieve all messages assigned to a given label. Here is my design:

class Message;
class Label {
public:
    ...
private:
    std::string name_;
    std::set<std::shared_ptr<Message>, 
             std::function<bool(...)>> messages_; // Message is incomplete!
};

class Message {
public:
    ...
private:
    std::string title_;
    std::set<Label *, 
             std::function<bool(...)>> labels_; // fine
};

Each label stores the set of messages to which the label is assigned. Since this set needs to be searchable by the message title, we pass std::function for comparison as the second template parameter of std::set. The Problem: this function object needs to be able to access the Message's members. However, Message is an incomplete type at this point.

The situation cannot be fixed by putting the definition of Message before the definition of Label, because then we would have a similar problem with std::function passed to the set of labels (the line commented as being fine in the above code), which needs to be searchable by label name.

Is there a fix or a better design for this?