go your own way
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go (one's) (own) way
To proceed, act, or do things in a direction or manner as one so chooses or desires, especially as is distinct, separate, or different from that of others. After meeting resistance with her partner about how the business should be run, she decided to go her way and open her own law firm. Tom doesn't have a huge amount of friends, but I've never worried about him; he just likes to go his own way in life, and that's fine by me.