Raise your drumkit off the floor. You won't create a soundproof room that will kill all the sound, so you're going to have to make do with little solutions. If you have the money, go for a multi-layered approach- fill the wall cavity with rock-wool or similar, then put some plywood over that, then repeat, and then leave a gap of a couple of inches, and hang some thick drapes. That'll kill the mid and high somewhat, but the low end is something that, unfortunately is the hardest to dampen, and the one that is most likely causing the neighbours to complain.

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