This paper presents an empirical study on the weights of neural networks, where we interpret each model as a point in a high-dimensional space -- the neural weight space. To explore the complex structure of this space, we sample from a diverse selection of training variations (dataset, optimization procedure, architecture, etc.) of neural network classifiers, and train a large number of models to represent the weight space. Then, we use a machine learning approach for analyzing and extracting information from this space. Most centrally, we train a number of novel deep meta-classifiers with the objective of classifying different properties of the training setup by identifying their footprints in the weight space. Thus, the meta-classifiers probe for patterns induced by hyper-parameters, so that we can quantify how much, where, and when these are encoded through the optimization process. This provides a novel and complementary view for explainable AI, and we show how meta-classifiers can reveal a great deal of information about the training setup and optimization, by only considering a small subset of randomly selected consecutive weights. To promote further research on the weight space, we release the neural weight space (NWS) dataset -- a collection of 320K weight snapshots from 16K individually trained deep neural networks.