Inform your teachers & parents. If his bullying is physical or violent, tell them not to give your name. That could make the bully more angry, and then he'll come after you harder.

Travel to school or social events in groups. Don't walk alone.

Avoid the bully at all costs.

Ignore him. That will take away his power he "thinks" he has over you. He'll get bored, and go look for someone else to pick on.

Confront him with the problem. Do this only if the bullying is mental, not physical. Maybe you can explain how it makes you feel. If he doesn't care, and continues to bully you, report him, and avoid him.

Take a safety training workshop. This should only be used as a last resort (in self defense). Using this to show off for your friends, or simply because someone made you angry, could lead to law suits, and YOU becoming a bully!