At this point in the movie, Yoda and Obi-Wan have figured out that Palpatine and Anakin need to be stopped. Palpatine is on the same planet as they are, and Anakin has gone off somewhere and needs to be tracked down. Yoda and Obi-Wan both know that alone they may not be strong enough to take on either one of Palpatine or Anakin. They could go tackle Palpatine together and then together go find out where Anakin has gone and chase him down. So what do they do?

They split up.

Transcript

Obi-Wan: We need to arrest Anakin.
Yoda: Palpatine ordered the clones to kill all the Jedi! I'm going to go after him!
Obi-Wan: Anakin is the bigger threat.
Yoda: Nuh uh! Palpatine killed a bunch of Jedi too. And he's the baddie in charge! The politician! He needs to be stopped! Do it together, we must!
Obi-Wan: I'm not going to let Anakin escape just because you want to deal with Palpatine first!
Yoda: Put aside our petty differences you must! Do what I want to do!
Obi-Wan: Do it yourself! I'm going after Anakin.
{beat, Yoda walks off}
R2-D2: Sally, remember what I told you about splitting the party?
Yoda: GMs hate it?
R2-D2: Right. Well done.
GM: <sigh>
Yoda: Yay!