When I went out to check the garden I noticed that my Pentas lanceolata was missing an awful lot of leaves. Then I noticed what at first appeared to be raisins scattered all around the patio. Only then did I notice something moving out of the corner of my eye and saw the caterpillar (I moved it to get it into the photo). See also the previous two photos.

I thought it was odd that they would've eaten the Pentas as I don't think Pentas are native to North America. Perhaps the Pentas is closely related to something native that the caterpillars do normally feed on.