World No.12 Vu started the day four shots back but rocketed up the leaderboard with five birdies – including two on 17 and 18 – and one bogey, carding a four-under-par 68 to reach 10-under.

She watched on from the sidelines as previous leader Yin (72) let the affair slip to a play-off with a pair of late bogeys as she posted a 72.

Yin struggled in the play-off, hitting her second shot into the water, leaving the door wide open for 25-year-old Vu, who collected her first title on the Tour at the Honda LPGA Thailand in February. Vu was overcome with emotion as she drained a long birdie putt for the win.

"I can't even put into words what I was feeling - I was nervous, I was scared, I was cold," said Vu, who had considered giving the game away only a few years ago.

"I just wanted to hit the putt."

"I was just in such a bad place with my golf game. Just everything was life or death. I just saw everybody that I've competed with being successful, and I just compared myself all the time."

Vu takes a slightly less glamorous dive than the traditional swim in Poppie's Pond. PHOTO: Stacy Revere/Getty Images.

"But now I know that everybody's journey is different."

It was a bitter disappointment for Yin, who started the day at the top of the leaderboard with compatriot Allisen Corpuz (74) and had the outright lead through 13 with a near-flawless performance at the Jack Nicklaus designed layout.

The victory slipped through her fingers as she hit the bunker on 16 and 17, bogeying both holes, and she never regained her nerve for the play-off.

"Just wasn't hitting it very good. Honestly, I held it together, and then 16 and 17 really just was like bad club decision," Yin said.

Nelly Korda finished third a shot outside the play-off after a closing 71, while Atthaya Thitikul (71), A Lim Kim (72), Amy Yang (73), Albane Valenzuela (73) and Corpuz all tied for fourth, a shot further back

Minjee Lee was the leading Australian, a distant 13 shots behind the winner, in a tie for 41st after a closing 69 while Steph Kyriacou (73) was a further two strokes back and youngster Karis Davidson was tied 56th at eight-over after a closing 79.

Players adapted to fresh territory at the year's first women's major, as the tournament kicked off in a new home after some five decades at Mission Hills Country Club in Palm Springs.

Winners had been jumping into Poppie's Pond off the 18th green at Mission Hills since 1988, and Vu continued the tradition by leaping off a small dock into murky water on a chilly day.