  We present a numerical study of an Ising spin glass with hierarchical
interactions - the hierarchical Edwards-Anderson model with an external
magnetic field (HEA). We study the model with Monte Carlo (MC) simulations in
the mean-field (MF) and non-mean-field (NMF) regions corresponding to $d\geq4$
and $d<4$ for the $d$-dimensional ferromagnetic Ising model respectively. We
compare the MC results with those of a renormalization-group (RG) study where
the critical fixed point is treated as a perturbation of the MF one, along the
same lines as in the $\epsilon$-expansion for the Ising model. The MC and the
RG method agree in the MF region, predicting the existence of a transition and
compatible values of the critical exponents. Conversely, the two approaches
markedly disagree in the NMF case, where the MC data indicates a transition,
while the RG analysis predicts that no perturbative critical fixed point
exists. Also, the MC estimate of the critical exponent $\nu$ in the NMF region
is about twice as large as its classical value, even if the analog of the
system dimension is within only $\sim 2\%$ from its upper-critical-dimension
value. Taken together, these results indicate that the transition in the NMF
region is governed by strong non-perturbative effects.
