Well, in the Noxian Invasion, Yi's village was bombarded by Singed's chemicals. That's probably what those visions are right before, as seen when Yi sees his village and begins to panic. The horned warrior would, likely, be a form of Noxian soldier. Likely with thicker armor to resist the chemicals.
However, there is the weapons he had that could change that. They are very long thin swords that match the theme of Ionia. Could it be an Ionian warrior maddened by Singed's chemicals? Or is it deeper than that? Could the horned warrior represent Yi's subconscious guilt that he could not save his village, justified by the fact that it came to him when he was captured meaning he feels like he is caged by his guilt and cannot overcome it?