alt Hacker News> which is used to push the model towards the correct probabilities.
The definition of "correct probability" here is usually "p=1 for the ground truth label, p=0 for all others." Which seems like an intuitive approach but if you actually think about it doesn't trivially imply the model would learn sensible distributions under uncertainty.
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For a single prediction, sure. But the model doesn't make a single prediction and then stop existing. It makes an unbounded number of future predictions and under that assumption it is reasonable to expect the model to behave optimally under Bayes rule - which has a unique global minimizer at E[(Y-F(X))^2].
So counter to your claim that "It doesn't trivially imply that the model would learn sensible distributions under uncertainty" I think you need to consider what it means to optimally update a posterior under the global minimizer of the true conditional distribution.
Wouldn't learning a calibrated probability distribution just be a consequence of the CE loss being a proper scoring rule? So, by construction, they are approximating the distribution of the labels. Of course in practice there might be issues with overfitting the log-likelihood and the with the labels being a finite sample of the population distribution