The earliest bears to emerge from dens are the male adults, typically not until early March. So you are highly unlikely to see a bear in Yellowstone in February.
To be blunt about it, Yellowstone in winter is a good place to die if you are lost. It is NOT a human-friendly environment. I would stick close to a group expedition in your shoes. Your guide can advise you on proper clothing.
This page can tell you all about bears in Yellowstone. 2 visitors were killed by bears in 2011.