Deploring his ignorance, etc modifies the whole matrix clause ( A student wrote to me yesterday ), so the nonfinite clause does actually follow upon what it modifies. Therefore, the comma would not be used (the clause does, after all, restrict, in that it carries the meaning and intention of the sentence; the simple existence of a letter is of no interest to the writer or reader); that said, I think the length and complexity of the nonfinite clause warrants the comma for clarity and breathing space. The Purdue site is a good one, by the way.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.