SA Park Place Homeowners Association

I have a new neighbor that is renting the house next to me and the noise level is unbelievable. It is every Saturday and Sunday with the music and noise lasting until 4am.  It is has been going on during the week and I just don't how to approach this to them without it back firing on me.  I can't sleep and the lack of consideration for your fellow neighbors is down right disrespectful.  Please help.