march to one's own drummer

Verb

march to the beat of a different drum (third-person singular simple present marches to the beat of a different drum, present participle marching to the beat of a different drum, simple past and past participle marched to the beat of a different drum)

1. (idiomatic) To do things in one's own way regardless of societal norms and conventional expectations.
   • Siegfried and Roy, two nuts from Germany, are out of their wealthy little minds. They live in a mansion whose ceiling is painted like the Sistine Chapel, with either Siegfried or Roy (who can remember?) in place of Adam. Roy has a "meditation chamber" (the rest of us have dressing rooms) furnished...1994 January 10, Penn Jillette, “Las Vegas: Tonight! Miracles, Live!”, in Time