Hey skk k,
I'm not sure exactly what you mean by cache the filter calls. My best guess is that you want the results to be filtered. So if you filter to a and then to b and then to a again, the query is faster. Is that what you're getting at? If so, there is no mechanism in the JSAPI for that, but the internal caching of Tableau Server should kick in and help speed things up.
If you mean something else, let me know!