He studied privately with Kut Kau Sum, Kenneth Broadway and Ralph Markham in Vancouver, British Columbia, Canada.
After immigrating to Vancouver, British Columbia, Canada in 1997 with his family, he began participating in local and national competitions.
At the age of fourteen, he made his debut with the Vancouver Symphony Orchestra, performing Sergei Rachmaninoff's Rhapsody on a Theme of Paganini.
He made front-page news of the Vancouver Sun that same year, when he won the Junior Division of the Missouri Southern International Piano Competition.
Musicians and conductors with whom Yu has collaborated include Pinchas Zukerman, Yo-Yo Ma, Rafael Fruehbeck de Burgos, Johannes Moser, Christian Arming, Juanjo Mena, and Bramwell Tovey.