escape backslash in __FILE__ expansion

I'm string to create a std::regex(__FILE__) as part of a unit test which checks some exception output that prints the file name.

On Windows it fails with:

regex_error(error_escape): The expression contained an invalid escaped character, or a trailing escape.

because the __FILE__ macro expansion contains un-escaped backslashes.

Is there a more elegant way to escape the backslashes than to loop through the resulting string (i.e. with a std algorithm or some std::string function)?