Chef Yu is located near Penn Station, at 36th & 8th avenue. It is 10-15 minutes' walk from Port Authority bus terminal and Times Square. The restaurant has $3 drink specials until 8pm.
There is a 1/2/3 stop at 7th Ave & 34th, or an A/C/E at 8th Ave & 34th. Herald Square is nearby at 6th Ave & 34th. To find precise subway directions, use HopStop.