Combine the yeast mixture. In the bowl of a stand mixer, stir together the warm water, yeast, and sugar. Let it sit for 3 to 5 minutes to activate.
Warm the milk. While the yeast activates, heat the milk and oil in a small saucepan until the mixture reaches 90°F.
Mix the wet ingredients. Pour the warmed milk mixture into the yeast mixture and stir to combine.
Add the dry ingredients. Add the flour, salt, and baking soda. With the dough hook attached, stir until the dough comes together.
Knead the dough. Increase the mixer speed to medium and knead for 3 to 5 minutes. The dough should pull away from the sides of the bowl but stay slightly tacky.
Prepare the pan. Spray a 9x5-inch loaf pan with a small amount of baking spray, then sprinkle the cornmeal inside and turn the pan to coat.
Shape the loaf. Shape the dough into a loaf and transfer it to the prepared pan.
Let it rise. Cover and let rise for 45 to 60 minutes, until the dough reaches the rim of the pan. Watch the dough, not the clock.
Preheat the oven. While the dough is rising, preheat the oven to 400°F.
Bake the bread. Remove the cover and bake for 35 to 40 minutes, until the loaf is deeply golden brown and registers 190°F to 200°F internally. If the top browns too quickly, tent loosely with foil for the last 10 minutes.
Cool before slicing. Turn the loaf out onto a rack and let it cool completely before slicing, or the interior will be gummy.