According to wikipedia-
Yoda is portrayed as a wise and powerful Jedi Master in the fictional Star Wars universe. Series creator George Lucas originally wished Yoda to follow his other characters in having a full name: Yoda Minch, but instead opted to have many details of the character's life history remain unknown. Yoda's race has never been stated in any media, canonical or otherwise, and he is merely stated to be of a "mysterious species" by the Star Wars Databank. His race has been called a "tridactyl species" but this simply means that they have three fingers.
Early in the development of Episode IV, Lucas included a species called the Whills, a distant, omnipresent race who were to take the story-teller perspective. It has been postulated by fans that Yoda, Yaddle and Vandar Tokare are Whills; recently, there has been passing reference to a Shaman of the Order of the Whills in the novelization of Star Wars Episode III: Revenge of the Sith, confirming their continued canonical existence in the Star Wars universe. However, Lucas has firmly denied that Yoda's species is in fact that of the Whills. In fact, very little is reported of Yoda's life before the events of Star Wars Episode I: The Phantom Menace.
there you have it....lol
"my sister Regina-D2 lives here"- R2-D2