Perhaps Mace should have waited for Yoda before confronting Palpatine. Although, Mace seems to think there isn't much time left - "We must act quickly if the Jedi order is to survive." Although Mace's confronting Sidious is exactly what sets the death of the Jedi into motion. Plus, Yoda (and alot of Jedi) were involved in campaigns throughout the galaxy, their forces were thinned out considerably - not exactly a coincidence either. It left the Jedi Temple wide open for an attack. Palpatine played his cards rather well.
Anakin only saw the very end of the duel, where Palpatine is being cornered by Mace, although it is interesting that Anakin seems to have forgotten about the 3 other Jedi that accompanied Mace... guess he figured they went to Dex's Diner or something.