We study the phase diagram of 5-dimensional SU(2) Yang-Mills theory on the lattice. We consider two extensions of the fundamental plaquette Wilson action in the search for the continuous phase transition suggested by the 4 + epsilon expansion. The extensions correspond to new terms in the action: i) a unit size plaquette in the adjoint representation or ii) a two-unit sided square plaquette in the fundamental representation. We use Monte Carlo to sample the first and second derivative of the entropy near the confinement phase transition, with lattices up to 12(5). While we exclude the presence of a second order phase transition in the parameter space we sampled for model i), our data is not conclusive in some regions of the parameter space of model ii).