That function sure is ugly, but in general they have done a great job in making their own APIs more easy on the eyes.
And even that monstrosity doesn't look that bad in actual use:
let filter = BNNSFilterCreateConvolutionLayer(&inDesc, &outDesc, &layerParams, &filterParams)
The worst offenders for readability are these C-ish functions that deal with unsafe pointers. But at least in Swift, I appreciate the safety brought by the type checking. It's quite nice that unsafe code is clearly marked.