Fixes #5513. set is built-in since 2.4 and deprecated since 2.6

Fixes the `set` related depreciation warning on python 2.6. Probably a simple oversight while developing on Python 2.7, which by [default](http://docs.python.org/dev/whatsnew/2.7.html#the-future-for-python-2-x) doesn't show depreciation warnings.

Maybe the `-Wd` flag or the `PYTHONWARNINGS` env variable should be used