march to a different beat
Also, march to a different drummer. Act independently, differ in conduct or ideas from most others, as in Joe wanted to be married on a mountain top
he always marches to a different beat, or Sarah has her own ideas for the campaign; she marches to a different drummer. This idiom, alluding to being out of step in a parade, is a version of Henry David Thoreau's statement in Walden (1854): "If a man does not keep pace with his companions, perhaps it is because he hears a different drummer." It came into wide use in the mid-1900s.