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Mathematically, it is literally a probability distribution, because it fits the definition of a measure whose total mass is one, so I think the language is just imprecise. What they may be trying to say is that semantically it doesn't arise in a principled way from an uncertainty model, such as from Bayesian or frequentist statistics.
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The comment in parenthesis mentions "they're not derived from a probability space" [1]. I don't know about probability spaces nor softmax to know what part of a probability space this is missing compared to other probability distributions, nor how other probability distributions satisfy probability spaces.

[1] https://en.wikipedia.org/wiki/Probability_space

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Sounds like they're saying that since the distribution doesn't come from measuring or calculating the probability of something, it has the form of a probability distribution but isn't really one. Like saying 5 feet is a height that a person can have, but since I just made up that number it's not actually a person's height.
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iirc, there is a bunch of formal machinery you need to define probability distributions for situations such as infinite outcomes (eg what is the probability that a random real number between 0 and 10 is less than 3?)
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