As someone who previously came from
a tropical country I can definitely agree
that it is a heat rash.
I believe there are powders for that,
I remember my mom placing some on my
back when I come home.
If you still want to practice Bikram Yoga
despite the reactions go see a doctor.
They will be able to help you 
This may be late in this thread but I developed “hot tub” folliculitis from doing 2 classes back to back without changing and mat that wasn’t mine. Look into it. It isn’t ALWAYS heat rash.
This is a staph infection of the skin caused by other people’s normal staph flora transferring to your skin. So always get those sweaty clothes off, never borrow a mat or rent one without cleaning it yourself for extra precaution, and never think it is ok to “grab a mat from lost and found” like some people try and do.!
