Firstly, the brain has a basic feedback mechanism, which can be thought of as basic supervision: it receives quick feedback on certain kinds of hardware issues its actions caused. Most computers don't even get a similar level of feedback (eg, that they tied up the cluster on junk computations).
Secondarily, modern humans are booted through this mechanism by already running humans, in what is direct supervised learning: from the time we're infants -- and for the next two decades -- our actions are supervised, commented on, corrected and our exposure to materials is metered and selected to create a (theoretically) optimum consumption plan.
That we get any results out of computers with a couple months of training when comparing them to humans with a couple decades of training is testament to the fact that computer learning is orders of magnitude more effective than human learning.
I find it very strange that people leave out the 2 decades of hardware tuning and supervised knowledge building that humans get when discussing about how awful it is we having to train our machines if we want them to be smart.