It depends on what character you're using, of course. Slower and more powerful characters have less of a chance of hitting Yoshi, I would think, because he has insanely quick but powerful moves. I would probably stick to a quicker character like Sheik, Diddy Kong, or Sonic (if you are using Diddy Kong, use Zinfu's strategy stated above).
Regardless of character, always be wary of Yoshi's capabilities. Sheik is my main, but I do use Yoshi fairly consistently, and I hit many opponents with Yoshi, because they come rushing towards me, and I dash into them to set up a Meteor Smash or kill strike. Using projectiles will help rack up some damage on Yoshi. Since his only projectile is an egg throw (which many players are not accurate with), he will have no choice but to come towards you. Play it safe and shield his attacks, because most of them end up leaving him vulnerable, then strike.