ANDY'S ANSWER: A mild yeast infection may go away on its own, but the bigger issue is correctly diagnosing that that's what it is.
If you've had yeast infections before and know that the symptoms are the same, you can treat yourself by getting an over-the-counter anti-fungal medication.
If you are not sure that what you have is a yeast infection, you should see a doctor before doing anything. There are other issues like bacterial vaginosis or a STI that may have similar symptoms but require a different treatment altogether. If you are incorrectly diagnosing your symptoms as a yeast infection when it is really something else, you could be risking your health.
Some people claim that they can reduce the yeast infections they get by eating a cup of plain yogourt every day. It is also recommended to wear cotton underwear which breathes instead of nylon or lycra which can create a breeding ground for yeast infections.