Recent research has found that deep learning architectures show significant improvements over traditional shallow algorithms when mining high dimensional datasets. When the choice of algorithm employed, hyper-parameter setting, number of hidden layers and nodes within a layer are combined, the identification of an optimal configuration can be a lengthy process. Our work provides a framework for building deep learning architectures via a stepwise approach, together with an evaluation methodology to quickly identify poorly performing architectural configurations. Using a dataset with high dimensionality, we illustrate how different architectures perform and how one algorithm configuration can provide input for fine-tuning more complex models.