Resolve mising trymerge deps

Author: jackzhxng

.github/workflows/check-labels.yml

@@ -43,6 +43,8 @@ jobs:
       - uses: actions/setup-python@v4
         with:
           python-version: '3.10'
+      # Not the direct dependencies but the script uses trymerge
+      - run: pip install pyyaml==6.0 rockset==1.0.3
       - name: Check labels
         env:
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}