Gravity inversion is the problem of estimating subsurface density distributions from observed gravitational field data. We consider the two-dimensional (2D) case, in which recovering density models from one-dimensional (1D) measurements leads to an underdetermined system with substantially more model parameters than measurements, making the inversion ill-posed and non-unique. Recent advances in machine learning have motivated data-driven approaches for gravity inversion. We first design a convolutional neural network (CNN) trained to directly map gravity anomalies to density fields, where a customized data structure is introduced to enhance the inversion performance. To further investigate generative modeling, we employ Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs), reformulating inversion as a latent-space optimization constrained by the forward operator. In addition, we assess whether classical iterative solvers such as Gradient Descent (GD), GMRES, LGMRES, and a recently proposed Improved Conjugate Gradient (ICG) method can refine CNN-based initial guesses and improve inversion accuracy. Our results demonstrate that CNN inversion not only provides the most reliable reconstructions but also significantly outperforms previously reported methods. Generative models remain promising but unstable, and iterative solvers offer only marginal improvements, underscoring the persistent ill-posedness of gravity inversion.