Most if not all sites have limits to what a HUD can do. It cannot recommend a play nor specifically give real time analysis on a certain situation. Pretty much limited to straight up statistics. Nevada gaming commission bans them.
Use of a central database is banned by most if not all. Sharing of data across HUDs is not allowed.
AI in poker is advanced and there are AI tournaments but not for money. If you search you can find open source projects.
People doing this are PhD level. There is a community into this poker-ai-2016-annual-computer-poker-competition.
Doing it for money is another thing. Even if the site did not detect the software the betting pattern would flag it. An AI tournement will rapidly evolve as they get data on each other.