It’s the same as hanyu pinyin ü (IPA /y/, like the German ü). Pronunciation of the y (IPA /j/, like the English y) is optional when it’s followed by i or ü (varies regionally). Ü is written without the two dots when preceded by a palatal (hanyu pinyin j, q, x, and y).

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There are a lot of "yu's" in mandarin with 4+1 tones，which one 'yu' do you want to pronounce?