If Facebook were to have a collection of posts and then, and then had humans go through and tag them and filter them for... lets say... "from 'bros'" (just as a slightly silly example but one that implies some curation of the data).

That collection of posts (the Bro Data Set) would be something that could be copyrighted as a collection (setting aside the "is this a derivative work of the posts" question).

Going from the collection of posts to a model, however, is a purely mechanical process. There is no human creative element in creating the model from the collection of posts. Thus the model wouldn't be sufficiently creative to have a copyright of its own.

The question of "is the model infringing on the copyrights" is one that is open and interesting. I (not a lawyer) would side on that it is sufficiently transformative that the model, while not being able to be copyrighted itself isn't infringing on the copyrights of the material that was used to train it - HOWEVER it may produce infringing works when prompted to do so either intentionally or unintentionally.

Going back to the cookbook. If you create a cookbook of seafood recipes (recipes are not copyrightable, but the cookbook is because it is curated data) and I take that cookbook and apply the mechanical change of "double the recipes - 4 oz of salmon becomes 8 oz and serves 2 becomes serves 4" my collection of recipes isn't copyrightable because all I did was apply math to it. Likewise, taking a collection of posts (or pictures) and applying math to it isn't able to be copyrighted.