It's sad but true that violence is often the way out of being bullied.
Another way out of it is to stop giving the bullies reason to bully. No reaction is one way. Stopping strange behavior is another. However, you shouldn't stop being yourself to do this.
Training a martial art can be very good for the bullied. Even if you never use it, having at least a little skill, something to DO, gives you confidence. And when you have confidence, you tend not to get bullied, do you?
Consistently reminding yourself not to be dependent on the approval of others is another way out. Eventually you'll stop giving off those signals that say "bug me, I'm fun to bug".