Due you mean burn or get warm when used? I haven't heard of boards with a burning issue so I'm guessing what your talking about is heating up with use.
There are two main types of regulators, linear an switching.
Linear: Has been around longer and works fine but isn't as efficient. Less efficiency means the excess energy is heat which is felt through the regulator.
Switching: More efficient and widely used now, higher efficiency means less wasted energy as heat which is why you see "cool" mentioned in many of the names of the mods with these regulators and battery life is improved.
Both work fine and are still around, the madvapes box mod uses a linear regulator and is considered a great value by many. The ones with switching regulators usually carry a slightly higher price tag.