Besides having a basic understanding of what the parameters do (this is depth, this is learning rate, etc) I don't see what insights are to be gained. The optimal parameters depend on the particulars of your dataset, that's why everyone just does a search.
Maybe I am wrong, does this tutorial contain a derivation from the math that shows something like "if your data has these properties then you should set maximum depth to be this value and learning rate to be this value, and dropout to be that value"?
