A class of deep Boltzmann machines is considered in the simplified framework of a quenched system with Gaussian noise and independent entries. The quenched pressure of a K-layers spin glass model is studied allowing interactions only among consecutive layers. A lower bound for the pressure is found in terms of a convex combination of K Sherrington–Kirkpatrick models and used to study the annealed and replica symmetric regimes of the system. A map with a one-dimensional monomer–dimer system is identified and used to rigorously control the annealed region at arbitrary depth K with the methods introduced by Heilmann and Lieb. The compression of this high-noise region displays a remarkable phenomenon of localisation of the processing layers. Furthermore, a replica symmetric lower bound for the limiting quenched pressure of the model is obtained in a suitable region of the parameters and the replica symmetric pressure is proved to have a unique stationary point.