Idiom for doing something intentionally despite knowing the outcome might be bad

Is there any idiom for doing something intentionally despite knowing the outcome might be bad, or an expression for a person who does such a thing?

For example, I know that if I ask someone a particular question, I might not bear the disturbing answer, but I still ask the question. Is there any idiom for this kind of act where you know the answer wouldn't make you happy but you're still asking the question?

In Urdu/Hindi, there is something similar, the translation of which would be "having insect". To make a sentence out of it, it would sound something like:

"He has insect that's why he went to cinema"

It means that the person knew going to cinema would generate some negative outcome but he still did.

One could be said to be acting against one's better judgement (Contrary to what one feels to be wise or sensible).

An idiom in particular and not a defined word for the matter, I have always been partial to "playing with fire".

The one I like to use for this is "testing fate", although it usually indicates a strong slant towards the bad outcome rather than even odds.

In US Naval lore there's the story of Rear Admiral David Farragut at The Battle of Mobile Bay where he was said to have shouted "damn the torpedoes, full steam ahead!" knowing full well he was putting both his ship, the Hartford, as well as the Metacomet which was lashed to her side, into harm's way.