Jeremy Herve on "[Plugin: Jetpack by WordPress.com] Tiled Galleries Columns Param not Working"

As I mentioned, Jetpack doesn't make any changes to to the default Thumbnail Grid layout. I'm afraid Jetpack won't help you here. You'll need to look for another plugin, or implement this caption style directly into your theme.
Here are a few tutorials:
http://wordpress.org/support/topic/changing-caption-style?replies=4
http://designm.ag/tutorials/wordpress-caption/
http://www.chrismower.com/1020/customize-your-wordpress-image-captions/