MODULE.module

<?php

/**
 * Implements hook_form_FORM_ID_alter() for views_exposed_form.
 */
function MODULE_form_views_exposed_form_alter(&$form, &$form_state) {
  $form['#after_build'] = array('_MODULE_apply_js');
}

function _MODULE_apply_js($form, &$form_state) {
  drupal_add_js(drupal_get_path('theme', 'wsup') . '/scripts/script.js');
  return $form;
}

script.js

(function ($) {

  Drupal.behaviors.wsupStyleFilters = {
    attach: function (context, settings) {
      console.log('JS Loaded!');
      $('input[type=checkbox]:checked').next('label').addClass('selected');
      $(".views-exposed-form select").styleSelect();
      $(".views-exposed-form select").change(function() {
      console.log('Filter Changed!');
      // $(this).parents("form").submit();
    }
  };

})(jQuery);