I followed the instructions in https://github.com/Microsoft/CNTK/wiki/Setup-CNTK-on-Linux up to the section on opitonally adding Python (in my case I didn't do anything with CUDA). Please see Bug 1547 which had a small fix to the boost install instructions. Also note that these instructions are based on the changes I had to make to the CNTK instructions as outlined in Bug 1553.
# Make sure you followed the clone instructions at the end of https://github.com/Microsoft/CNTK/wiki/Setup-CNTK-on-Linux so we get Multiverso, honestly, we should have been able to just use --recursive on the initial clone
# Update the repo
cd CNTK
git pull # There were updates since last I sync'd
cd Source/Multiverso
git fetch # There wasn't anything new