with BEF collapse expand items under their parent
I fixed this issue and here is the solution for any one want to do the same, based on this conversion Collapse and Expand according to Hierarchy

add this code to your theme and you can use this module to add Javascript or CSS through the views page or block Code per Views Display 

This code will add a + button beside the every parent, which will expand the checkboxes when clicked

(function ($) {
Drupal.behaviors.betterExposedFiltersExpandCollapseNested = {
attach:function (context, settings) {
  if (!('$befSetupDone' in window)) {
    $('ul.bef-tree-child.bef-tree-depth-1').css('display', 'none');
    var $expander = $('&lt;span class="expander"&gt;+&lt;/span&gt;');
    $('ul.bef-tree-child &gt; li:has(ul) &gt; div.form-item').prepend($expander);
    $('.expander')
      .click(function() {
        $ul = $(this).parents('li:first').find('ul');
        $ul.toggle('fast');
     })
    $befSetupDone = 1;
  }
 }
 }
 }) (jQuery);




and another code which will expand when the parent checkbox checked

(function ($) {
Drupal.behaviors.betterExposedFiltersExpandCollapseNested = {
attach:function (context, settings) {
  // first collapse the children
  $('ul.bef-tree-child.bef-tree-depth-1').css('display', 'none');
  $('.form-checkboxes.bef-select-all-none li').has('ul').once('bef-tree', function () {
    $(this)
      .find('input.form-checkboxes:first')
      .click(function() {
        $ul = $(this).parents('li:first').find('ul');
        if($(this).attr('checked')) {
          $ul.slideDown('fast');
        }
        else {
          $ul.slideUp('fast');
        }
      })
   });
  }
 }
}) (jQuery);


Note: You will have to choose (Nested Checkboxex/Radio Buttons) and check this option in better exposed filter 


  Add select all/none links