Islam is not a peaceful religion. They are the most actively violent group (not just religious group, but ANY group) on the planet today!

Ignoring the predicate clause for a moment, "[W]hy did Saudi Arabia attack Yemen [in 2015]?" The Saudi government had an alliance with the Hadi government of Yemen. When the (Iranian-backed) Houthi rebels exiled Hadi, he went to the Saudi government demanding help, based on their previous agreements. Meanwhile, the Yemeni army sided with the rebels, whilst the air force sided with Hadi, making a messy civil war. The Saudis led a coalition of several armies in support of Hadi's claims. As of June 2019, the dispute is still ongoing. Now, regarding your predicate clause "If Islam is a peaceful religion..." that's a very deep topic. The Yemen civil war is pretty much flat out a sectarian war. Shiite Houthis are backed by Shiite Iran and Shiite Ahrar al-Najran are on one side and Sunni Hadi is backed by the Sunnis: Saudi Arabia, Egypt, Morocco (until recently), UAE, Qatar, Kuwait, Jordan, Sudan, and al Qaeda (who hates the Saudi government, but is also Sunni). The USA is also involved, backing the Sunnis as is almost always the case when the USA backs one against the other. Why would a peaceful religion allow so much sectarian violence? Well, it shouldn't, but 1. religion itself is not conducive to peacefulness and 2. to my knowledge, there is nothing in historic Islamic texts condoning violence between sects, and actually, scriptures to the contrary, so the core religion shouldn't be to blame, either.

not sure

What makes you think Islam is peaceful? I don't remember hearing any stories of Buddhists or Shintoists chopping off heads or burning people alive. Or killing those who leave the religion. Not so peaceful.