In the final episode of season 6 of The Clone Wars, (spoilers)
The mystical priestesses conjure up an illusion of Darth Bane, the ancient Sith Lord who started the Rule of Two. Just by visual inspection, Yoda knows the ancient Sith Lord's name and that he was the one who started the Rule of Two.
Darth Bane was around roughly a century before Yoda was born. It also seems like all of the Jedi who ever encountered him did not live long enough to talk about it (for example, the duel on Typhon). By the time Darth Zannah took the mantle as Dark Lord of the the Sith, the Jedi were convinced that the Sith were extinct.
This question explains how the Jedi found out about the Rule of Two, but it doesn't explain how Yoda was able to learn about the identities of the members of the Order of the Sith Lords.