To truly soundproof a room would require the construction of a room within a room. Sort of 'floating' a room inside another, with the empty air spaces absorbing most of the sound.
Still, despite how much reconstruction work you can do, it's impossible to fully soundproof a room where you'll have such loud acoustic instruments going on inside. Most of the leaked sound would still depend on, say... the heavy afternoon traffic going on outside, which will hopefully drown off whatever leaks out from your soundproofed room.