Depends on how they're made. If they're fully automated and copyrights do not transfer from training data to trained weights (which is what everyone assumes at the moment) then they're the same as any machine output: not copyrightable, just like AI output isn't copyrightable.
However if there is any active human involvement during training, one could claim that this makes it human work so they're copyrightable. For example not too long ago i wrote a simple upscaler for gamescope when i was learning how to implement neural networks and i did it in a somewhat "manual" manner by running the training for a bit, testing output, modifying a bit the code, adding/changing training data, then picking up from where the training stopped and continuing from there, etc, so one could claim that the weights i ended up with are the result of my own creative process (though TBH i wouldn't nor i am comfortable with the idea myself since we're talking about a few hundred numbers).
However if there is any active human involvement during training, one could claim that this makes it human work so they're copyrightable. For example not too long ago i wrote a simple upscaler for gamescope when i was learning how to implement neural networks and i did it in a somewhat "manual" manner by running the training for a bit, testing output, modifying a bit the code, adding/changing training data, then picking up from where the training stopped and continuing from there, etc, so one could claim that the weights i ended up with are the result of my own creative process (though TBH i wouldn't nor i am comfortable with the idea myself since we're talking about a few hundred numbers).