Changing rooms may not help because making noise at night is largely accepted by society. It's better to be persistent with the complaints, going by the rule book. But I'm sorry to say until you leave dorms and giant ant-hill residences and whatnot, it will often be a problem. Talking to them won't solve anything, if they cared they wouldn't do it anyway. It is a formal warning by management that might help, IF there are consequences to not caring.
I suffered from this so much at the time. By nature I sleep very well, even at the worst of times, but physically it is impossible to sleep when you keep jerking awake to monkey screeches. If you don't sleep, everything in your life rolls downhill, it is a massive clusterfuck. It is literally torture and slow murder to do that to someone.
Of course the attitude of modern, free! society is that you should put on earplugs and drug yourself up. Firstly, as if they help, secondly, why the fuck? Why the fuck should I risk ear infection and being deaf to sounds I SHOULD hear (like somebody breaking in, and the area had so many break-ins), and why the fucking fuck should I mess with brain chemistry that is simply perfect? Leave me in quiet and I sleep regular as a fucking baby! It's something most people would kill for.
I put on very loud white noise (fan is good), tired myself out so I'd pass back out however many times I was jerked awake, smelled onions (it has a sleep-inducing effect on slightly allergic people), etc. But my immune system completely broke down for lack of sleep and I ended up in hospital.
This thing with society is not going to change in the near future. It is because you can do nothing short of beating/arresting to stop someone who simply doesn't care they are torturing you with their trashy behaviour. It is trashy, low, disgusting, ugly. Human means can control its fucking voice and movements, human does not mean you are bipedal so you are precious no matter what.
AAAND already comes 'control other people's behaviour'. Such as making them put on earplugs? You cannot do anything because society is not on your side, but you can at least not buy that you are the controlling party when THEY are controlling your sleep, trampling over your human rights. In prisons, sleep deprivation is unacceptable, in dorms, it is.