When you play Top Lane Master Yi you need to be aggressive from the Start. Try to kill every creep because for Master Yi every single creep and gold is important. And try to stop enemy from farming. Buy soon as possible an Avarice Blade to get more gold. On the beginning of the game don't be afraid to engage even on level 1. Master Yi can easy kill and make First Blood on level 1 with his Alpha Strike and passive. Later if you see that you are dominating continue to be aggressive but never push too much or they can gank you easily. If you see you cant kill him or anything start playing defensive and ask from middle lane or jungle to help you.
First items you need to buy is Avarice Blade, Vampiric Scepter and The Brutalizer. You have critical chance and bonus gold, life steal and armor penetration. You can upgrade those into Youmuu's Ghostblade, Statikk Shiv and Bilgewater Cutlass (later Blade of the Ruined king).

Middle Master Yi is little harder then Jungle or Top because Master Yi in early on mid can be easy ganked and they can poke you easily so you need to be careful. Master Yi can always make big damage in early. When I play Master Yi mid I am playing defensive letting them to push so I can't get ganked so easily and when I get level 6 while s/he pushed I start playing offensive because s/he can't escape if s/he pushed.
When you hit level 6 start Playing Offensive. Try to make them Playing Defensive and wait for the right moment or jungler to get kills. You need also to try and help other lanes when you are level 6 and higher.
When Master Yi is middle its best to buy those items with penetration ability like Blade of the Ruined king, Last Whisper and Youmuu's Ghostblade. Mages are mostly squishy with those items and Master Yi's ultimate Highlander and Wuju Style easy to kill them few strikes and they will die.

Jungle Master Yi is very easy. Has Alpha Strikee what has a big damage on jungle creeps, has true damage with his Wuju Stylee and can heal him self with his Meditate. If you jungle and you start as blue best option is to start at your red then go to your blue. After that you can gank top or mid. If you start as red best is to start with blue then you can invade their red but you must be very quick and careful. After your blue or the invade you go to your red before enemy jungler takes it. After that you can gank top or mid.
Yi jungle with ganking is little hard before lv 6 because if they see you they can just go back and you failed and lost precious time to gank other lanes and to kill jungle creeps. So you must be very quick and if they pushed it is easy to gank. Later with level 6 very hard to escape from Master Yi. Master Yi has the fastest movement speed and with his ultimate bonus movement speed hard to escape him.
For Master Yi jungle it is best you buy Stalker's Blade but you can also buy Skirmisher's Sabre. And sooner you upgrade Stalker's Blade to Stalker's Blade Devourer the better because you farm Devourer passiv what is important to Yi when he jungles. Later you buy Youmuu's Ghostblade because you get AD and on activation AS and MS. Then you can buy Blade of the Ruined king) to get also AS and Lifesteal. After those you just buy AD like Infinity Edge and The Bloodthirster

Master Yi is like the ADC or Mage can Carry a game and make Big Damage, but his problem is he is melee and need to fight in close range. Master Yi can go first in Team Fight but can easily die and the rest of your team can lose the Team Fight. Best for Master Yi is to go after a tank in battle or if you have lots of AoE (CC effects). Also you need to focus their ADC or Mage. Master Yi can easily skip their front champs like tank or offensive tank and support and focus ADC or Mage with his Alpha Strike and then kill them while they have no more protection. In Team Fights you should play sneaky and aggressive with Master Yi. Wait for the right moment and go in.