This paper asks how a small external forcing changes an entire probability distribution, including its variance, asymmetry, and tails. It combines the generalized fluctuation-dissipation theorem with score functions learned from unperturbed data. Clustering handles systems with a compact state-space representation, while a neural score model extends the approach to spatially distributed turbulence. Tests on stochastic models and two-dimensional Navier-Stokes flow show why Gaussian approximations can miss important changes in higher-order statistics. Readers get a practical framework for estimating distributional responses within the small-forcing regime, together with examples that connect response theory to generative modeling.