Here is what I get by rotating in the last row by 90 degrees around the bottom left corner a box containing the label for the rows; as I wished to keep the label for the rows as a one-liner that does not stick over the horizontal line, I decided to have TeX do some \dimexpr-calculations for spreading the \hbox with a negative value in case the line is too long under normal circumstances; the \struts at the beginning and at the end of the label are there for ensuring that the box has enough depth which is important as rotation goes around a bottom corner:
\documentclass{article}
\usepackage{graphicx}
\newlength\MyScratchy
\begin{document}
\begingroup
\renewcommand{\arraystretch}{1.365}%
\settowidth\MyScratchy{0.0000}%
\newcommand*\nf[1]{{%
\advance\fboxsep\fboxrule
\fboxrule=0pt
\fbox{\hbox to\MyScratchy{\hfil\ignorespaces#1\unskip\hfil}}%
}}%
\newcommand*\ff[1]{{%
\fbox{\hbox to\MyScratchy{\hfil\ignorespaces#1\unskip\hfil}}%
}}%
\begin{tabular}{lr|*{6}{c}}%
\multicolumn{2}{c}{}&\multicolumn{6}{c}{\textsf{Learning Rate}}\\
&&0.1&0.25&0.40&0.55&0.7&0.95\\
\cline{2-8}%
&7&\nf{0.0052}&\ff{0.0031}&\nf{0.0070}&\nf{0.0075}&\nf{0.0092}&\nf{0.0048}\\
&8&\nf{0.0061}&\nf{0.0075}&\nf{0.0071}&\nf{0.0065}&\nf{0.0062}&\nf{0.0078}\\
&9&\nf{0.0078}&\nf{0.0087}&\nf{0.0057}&\nf{0.0079}&\nf{0.0094}&\nf{0.0060}\\
&10&\nf{0.0040}&\nf{0.0061}&\nf{0.0084}&\nf{0.0062}&\nf{0.0060}&\nf{0.0053}\\
&11&\nf{0.0075}&\nf{0.0056}&\nf{0.0056}&\nf{0.0056}&\nf{0.0066}&\nf{0.0097}\\
&12&\nf{0.0054}&\ff{0.0030}&\nf{0.0088}&\nf{0.0085}&\nf{0.0056}&\nf{0.0091}\\
&13&\nf{0.0077}&\nf{0.0073}&\nf{0.0059}&\nf{0.0075}&\nf{0.0049}&\nf{0.0053}\\
&14&\nf{0.0062}&\nf{0.0057}&\nf{0.0099}&\nf{0.0068}&\nf{0.0087}&\nf{0.0067}\\
\smash{%
\lower\dimexpr\dp\csname @arstrutbox\endcsname-\dp\strutbox+\arrayrulewidth\relax
\hbox{\rotatebox[origin=bl]{90}{%
\textsf{%
%\fboxsep=-\fboxrule
%\fbox{%
\parbox[b]{\dimexpr 9\dp\csname @arstrutbox\endcsname+9\ht\csname @arstrutbox\endcsname\relax}{%
\centering
\begingroup
\settowidth\MyScratchy{\hbox{Number of Neurons in Hidden Layer}}%
\ifdim\MyScratchy>\dimexpr 9\dp\csname @arstrutbox\endcsname+9\ht\csname @arstrutbox\endcsname\relax
\advance\MyScratchy-\dimexpr 9\dp\csname @arstrutbox\endcsname+9\ht\csname @arstrutbox\endcsname\relax
\strut\hbox spread-\MyScratchy{Number of Neurons in Hidden Layer}\strut
\else
\strut\hbox{Number of Neurons in Hidden Layer}\strut
\fi
\endgroup
}%
%}%
}%
}}%
}%
&15&\nf{0.0061}&\nf{0.0069}&\nf{0.0101}&\nf{0.0065}&\nf{0.0080}&\nf{0.0071}\\
\end{tabular}
\endgroup
\end{document}
(By the way: I used \smashfor ensuring that height and depth of the rotated box won't affect the height of the table-row where the rotated box occurred.)
In case you wish a linebreak, I suggest omitting the spreading-calculations and letting the surrounding \parbox do its job while probably inserting some linebreak-commands oneself:
\documentclass{article}
\usepackage{graphicx}
\newlength\MyScratchy
\begin{document}
\begingroup
\renewcommand{\arraystretch}{1.365}%
\settowidth\MyScratchy{0.0000}%
\newcommand*\nf[1]{{%
\advance\fboxsep\fboxrule
\fboxrule=0pt
\fbox{\hbox to\MyScratchy{\hfil\ignorespaces#1\unskip\hfil}}%
}}%
\newcommand*\ff[1]{{%
\fbox{\hbox to\MyScratchy{\hfil\ignorespaces#1\unskip\hfil}}%
}}%
\begin{tabular}{lr|*{6}{c}}%
\multicolumn{2}{c}{}&\multicolumn{6}{c}{\textsf{Learning Rate}}\\
&&0.1&0.25&0.40&0.55&0.7&0.95\\
\cline{2-8}%
&7&\nf{0.0052}&\ff{0.0031}&\nf{0.0070}&\nf{0.0075}&\nf{0.0092}&\nf{0.0048}\\
&8&\nf{0.0061}&\nf{0.0075}&\nf{0.0071}&\nf{0.0065}&\nf{0.0062}&\nf{0.0078}\\
&9&\nf{0.0078}&\nf{0.0087}&\nf{0.0057}&\nf{0.0079}&\nf{0.0094}&\nf{0.0060}\\
&10&\nf{0.0040}&\nf{0.0061}&\nf{0.0084}&\nf{0.0062}&\nf{0.0060}&\nf{0.0053}\\
&11&\nf{0.0075}&\nf{0.0056}&\nf{0.0056}&\nf{0.0056}&\nf{0.0066}&\nf{0.0097}\\
&12&\nf{0.0054}&\ff{0.0030}&\nf{0.0088}&\nf{0.0085}&\nf{0.0056}&\nf{0.0091}\\
&13&\nf{0.0077}&\nf{0.0073}&\nf{0.0059}&\nf{0.0075}&\nf{0.0049}&\nf{0.0053}\\
&14&\nf{0.0062}&\nf{0.0057}&\nf{0.0099}&\nf{0.0068}&\nf{0.0087}&\nf{0.0067}\\
\smash{%
\lower\dimexpr\dp\csname @arstrutbox\endcsname-\dp\strutbox+\arrayrulewidth\relax
\hbox{\rotatebox[origin=bl]{90}{%
\textsf{%
%\fboxsep=-\fboxrule
%\fbox{%
\parbox[b]{\dimexpr 9\dp\csname @arstrutbox\endcsname+9\ht\csname @arstrutbox\endcsname\relax}{%
\centering
\strut Number of Neurons\linebreak in Hidden Layer\strut
}%
%}%
}%
}}%
}%
&15&\nf{0.0061}&\nf{0.0069}&\nf{0.0101}&\nf{0.0065}&\nf{0.0080}&\nf{0.0071}\\
\end{tabular}
\endgroup
\end{document}
& & & & Learning rate & & & \\as a first line inside the tabular environment. – Cfun Jul 04 '16 at 03:14