What I would do, is marking things that I know they're spam, and creating a filter for them to auto-delete them. It will decrease dramatically the number of emails even get to your spam folder.
You can follow the same steps as here but select the trash instead of creating another folder.
Best Answer
If there is no way in the settings then there is really not much else you can do about it.
If you want to make a suggestion to yahoo they have a suggestions board here: Yahoo Suggestions Board