Is there an equivalent term to "Cold Turkey" for starting something instead of quitting something?

Cold Turkey is an idiom most commonly used when quitting something that is very difficult, like smoking or drugs all at once instead of gradually. Can you also start something "Cold Turkey" or is there another idiom that would be better? Replace the term in the following sentence.

The obese man began running 10 miles a day [cold turkey].

Following the model answer given in comments above (After the nicotine patch failed, he decided to quit smoking cold turkey)

After putting on weight over Christmas, he threw himself/jumped in/dived in at the deep end and started doing 2-hour marathon training sessions every morning before breakfast.

Throw oneself/Jump in at the deep end means to ​start doing something new and ​difficult without ​help or ​preparation (http://dictionary.cambridge.org/dictionary/english/jump-in-at-the-deep-end)

The subject took to the new activity whole hog.