The Jedi Order learned of the "Rule of Two" around 188 BBY during the
Dark Jedi Conflict.
Reverend wrote:

OK, it's been a while since I saw TPM but I'm pretty sure that's not what Yoda says. IIRC the line is: "Always two there are. No more, no less. A master and an apprentice."
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That was Yoda's line in the movie, yes.
DarKush was quoting Darth Bane's rule.
Mr. Laser Beam wrote:

Doesn't George Lucas treat the EU novels as canon? I thought SW's attitude towards such things was different from Trek.
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The SW franchise approach is different from Trek, but not quite in the way you're thinking. In SW, there are
varying levels of canon.
- G-Canon is "George Lucas canon" - namely, the movies themselves and anything else Lucas decides is canon.
- T-Canon is "Television canon" - The Clone Wars and its feature film, and supposedly Tartakovsky's Clone Wars microseries. The live-action series, if it ever comes to fruition, would belong here. This tier apparently does not, however, include the old Ewoks tv movies or cartoons, or the Droids cartoons.
- C-Canon is "Continuity canon" - all transmedia works (books, comics, video games, etc.) that are included in the effort to maintain a consistent continuity. In other words, the modern Expanded Universe.
- S-Canon is "Secondary canon" - older works published prior to the consistent continuity efforts (Marvel's comics, for example). Some elements of these works may be moved into a higher tier when contemporary works include references.
- N-Canon is "Non-canon" - "Infinities" ("what if") tales, and other works that are explicitly deemed by Lucas and Lucasfilm to be non-canon. An obvious example would, of course, be The Star Wars Holiday Special.
See the link above for more detail and many quotes, if interested.