Because the company has dedicated proxy server that control user internet behavior, so that it does not need user cache Internet files, and disable cache can also reduce virus.

There is no such a policy in active directory by default, so that we need write one.
then add it to template in User Configuration -> Administrative Templates, right click then add the IE_Cache_Setting.adm that we created as below.

now you can modify IE cache settings in User Configuration > Administrative Templates > Windows Components > Internet Explorer > Cache .

please copy following to notepad and save as: IE_Cache_Setting.adm

CLASS USER
CATEGORY !!WindowsComponents
CATEGORY !!InternetExplorer
CATEGORY !!IE_Cache
;; KEYNAME "Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings"
KEYNAME "Software\Microsoft\Windows\CurrentVersion\Internet Settings"

POLICY !!IE_Cache_Setting
#if version >= 4
SUPPORTED !!SUPPORTED_IE5
#endif

EXPLAIN !!IE_ExplainCacheSize

PART !!IE_CacheSizeInKB NUMERIC
;;KEYNAME "Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings\5.0\Cache\Content"
KEYNAME "Software\Microsoft\Windows\CurrentVersion\Internet Settings\5.0\Cache\Content"
VALUENAME "CacheLimit"
DEFAULT 102400
MAX 1024000
END PART
PART !!IE_CacheSizeInKB2 NUMERIC
;; KEYNAME "Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings\Cache\Content"
KEYNAME "Software\Microsoft\Windows\CurrentVersion\Internet Settings\Cache\Content"
VALUENAME "CacheLimit"
DEFAULT 102400
MAX 1024000
END PART
END POLICY

END CATEGORY ;; IE Cache
END CATEGORY ;; Internet Explorer
END CATEGORY ;; WindowsComponents

[strings]

WindowsComponents="Windows Components"
InternetExplorer="Internet Explorer"
IE_Cache="Cache"

IE_Cache_size="Internet Explorer's cache size"
IE_ExplainCacheSize="Maximum cache size in kilobytes for Internet Explorer"
IE_CacheSizeInKB="Cache size in kilobytes"
IE_CacheSizeInKB2="Cache size in kilobytes (enter the same value to make it work)"
SUPPORTED_IE5="at least Internet Explorer v5.01"