I've seen it written in both ways. I'm tempted to use the proper case, because I was under the impression that it is also a form/name of religion. What do you think?
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It's not a religion in and of itself. Elements of yoga are found in Hinduism, Buddhism, and Jainism. Given that, I would say lowercase.
In Autobiography of a Yogi (Paramhansa Yogananda's chronicles on Yogis, yoga, and related topics), the word yoga is used with a lower case y. But where it clearly is part of a noun, such as in Kriya Yoga, the uppercase is used.