Brains can definitely learn without supervision. Observe any child playing; they explore and learn from stimulus in ways far more sophisticated than our current machine learning models.
An interesting aspect of brains vs machines is how brains can learn from other brains indirectly. When someone tags a database for a machine to learn from, that is a form of direct communication (the kind machines are good at). A crow can watch another crow use a stick as a tool, and in turn learns that a stick can be used as a tool. This requires a complex understanding of the situation.
If you feed one AI a tagged data set to train it, I think you would be able to easily hook it up to an untrained AI to train the second AI. As in, pass the first AI an un-tagged input, get it's result, and pass the second AI the same input tagged with the first AI's result. That would be essentially the same thing as a crow learning from watching another crow, aside from the fact that the crows are self-directed.
An interesting aspect of brains vs machines is how brains can learn from other brains indirectly. When someone tags a database for a machine to learn from, that is a form of direct communication (the kind machines are good at). A crow can watch another crow use a stick as a tool, and in turn learns that a stick can be used as a tool. This requires a complex understanding of the situation.