What is the fastest way to Initialize a priority_queue from an unordered_set

It is said in construction of a priority queue , option (12):

template< class InputIt >
priority_queue( InputIt first, InputIt last,
                const Compare& compare = Compare(), 
                Container&& cont = Container() );

But I don't know how ot use this. I have a non-empty std::unordered_set<std::shared_ptr<MyStruct>> mySet, and I want to convert it to a priority queue. I also create a comparator struct MyComparator:

struct MyComparator {
  bool operator()(const std::shared_ptr<myStruct>& a, 
                  const std::shared_ptr<myStruct>& b){...}
};

Now how can I construct a new priority_queue myQueue? I used the following but can't get compiled:

std::priority_queue<std::shared_ptr<MyStruct>, std::vector<std::shared_ptr<MyStruct>, MyComparator> 
    myQueue(mySet.begin(), mySet.end());