I have the same problem except I'm the drummer and it's my garage. I have the garage partially insulated and used liquid nails to apply carpet padding to the walls. my wife and I were practicing tonight and 9:50pm just as we were finishing the last song the local PD showed up.
Now the funny thing is, we live out in the country on an acre and there is no sound ordinance where we live, theres pretty much no zoning at all and even if there were it would be a 10pm cut off. So this local cop shows up and it's the same guy that showed up another night at 7pm. So we kill it and I peek my head around to the garage door and say "oh helll nah, you again??" he laughed and says "yep, it's me...I hate having to come over here, you arent breaking any laws" so I just said "well we usually quit by 10pm anyway and that was the last song so we're about to shut it down anyway" . he just hung out for a few , tormented our dog and said ok see ya later. I laughed and said "hey we have band practice the next two nights, guess I'll see you tomorrow" he says "nah man, I'm off the next two nights, practice away " LOL
I dont even really play loud but the sound carries out here, especially at night when it's all quiet. Theres isnt much you can do aside from building a room within a room in the garage, thats no possible in my garage due to the size 12'x24' and I would have to totally close off access to my garage door.
if you live in an area where you'll get cited for noise violations it may be worth your while to find a rehearsal studio or rent space in a commercial district where you can make as much noise as you want.