I am not a lawyer, but it seems right to me to say that the weights are a derivative work of the training set.
> A “derivative work” is a work based upon one or more preexisting works, such as a translation, musical arrangement, dramatization, fictionalization, motion picture version, sound recording, art reproduction, abridgment, condensation, or any other form in which a work may be recast, transformed, or adapted. A work consisting of editorial revisions, annotations, elaborations, or other modifications, which, as a whole, represent an original work of authorship, is a “derivative work”.
As I understand it, derivative works must be created with the legal use of the original work, or be fair use, otherwise they are infringing.