Yoga is not a religion. Yoga is a philosophy that started in India as far back as 5,000 years ago, so it is NOT a religion. The father of classical ashtanga yoga also known as the eight-limbed path and author of the Yoga Sutra is Patanjali, not Sri K. the founder of PattabhiJois’ Ashtanga yoga. These scriptures offer guidelines for spiritual enhancement and mastering the concept of the physical and mental body. Yoga occasionally interrelate with other philosophies such as Hinduism or Buddhism, but it is not compulsory to study those paths before you could practice or study Yoga.
It is also not a must to give up on our own religious beliefs in order to practice yoga.