Yi kills tanks. He has a harder time killing juggernauts because they deal some damage back.
His kit does true damage and built on attack speed. This Yi built armor shred, lifesteal, attack speed, and percent health damage.
You are a tank that does not deal much damage. You are not going to be able to survive long against a Yi that is full build.
Also your build is a lot of armor and not as much health. With black cleaver that armor is not going protect you.
Also, Thornmail is currently a bad item. Stop building. It does not deal that much return damage and you need to stack armor to get moderate levels of damage. With lifesteal being prevalent in a lot of items it is virtually useless. and it would be better for you to be building health and armor.
Yi is actually struggling at the moment. He does not hit a power spike like he use to in the mid game and if he doesn't get gold he kind of stinks.
Sated devourer and rage blade were problematic with his kit because he would hit that power spike much sooner in games. A few kills accelerated the the process. Steraks and Maw were both nerfed as well which he built more often when he went bruiser.