Unidentified Fuzzy Wuzzy

I was admiring my neighbor's garden, after watering my own, and a cute fuzzy wuzzy crawled out. It looks darling and huggable and tickles our hand when it crawls on it, but I know it was destroying my neighbor's food crops. So when Miles squealed with delight and asked to take it home I acquiesced. I emptied their sidewalk chalk bucket and we put it in.
I have no idea what it is. I surfed the web and the closest thing I found was a tiger moth caterpillar. I'm not sure, though, and am wondering what to feed it. Anyone have a clue?
I threw in a romaine lettuce leaf, a broccoli leaf and a parsley leaf. I guess we'll see which one is the winner!