It depends — "yet" is lowercase as a coordinating conjunction but capitalized as an adverb.
"Yet" can function as either a coordinating conjunction or an adverb, and its capitalization in a title depends on its grammatical role. As a conjunction it is lowercase in most style guides, but as an adverb it is capitalized.
When "yet" means "still" or "up to now" — as in "not yet finished" — it is an adverb. Adverbs are content words and are capitalized in title case across all style guides that use title case.
In practice, the distinction matters when writing titles. "Broken Yet Beautiful" uses "yet" as a conjunction and keeps it lowercase in AP Style. "Have You Tried Yet?" uses "yet" as an adverb and capitalizes it.
Billboard Style sidesteps the distinction entirely by capitalizing every word. Writers using any other style guide should identify the grammatical role of "yet" in their specific title before deciding.
"Yet" is dual-purpose in English grammar. When it connects two independent clauses with a sense of contrast — functioning like "but" — it is a coordinating conjunction and should be lowercased in the middle of a title.