I’m a bit surprised that you’re unhappy at Princeton. They have a rep as a place that treats physics/math/cs undergrads very, very well.
Lots of kids at lots of schools are very unhappy after their first semester. It’s almost to be expected. The dislocation is even more pronounced for an international student. I’d suggest you reach out to the various counselors available: departmental, first year, dean’s office academic advisors, etc for advice and help.
Last year 1,361 students applied for transfer to Yale and only 24 were accepted.
First year applicants have about 4x the chance of acceptance that a transfer student has. Even if Yale accepted you the first time around - and leaving out any consideration of whether they will be flattered that you regret your choice, or offended that you decided against them - your odds of acceptance are much worse than when you were accepted the first time.