  In an adaptive population which models financial markets and distributed
control, we consider how the dynamics depends on the diversity of the agents'
initial preferences of strategies. When the diversity decreases, more agents
tend to adapt their strategies together. This change in the environment results
in dynamical transitions from vanishing to non-vanishing step sizes. When the
diversity decreases further, we find a cascade of dynamical transitions for the
different signal dimensions, supported by good agreement between simulations
and theory. Besides, the signal of the largest step size at the steady state is
likely to be the initial signal.
