This paper presents a novel sparse ensemble based machine learning approach to enhance robustness of intracortical Brain Machine Interfaces (iBMIs) in the face of non-stationary distribution of input neural data across time. Each classifier in the ensemble is trained on a randomly sampled (with replacement) set of input channels. These sparse connections ensure that with a high chance, few of the base classifiers should be less affected by the variations in some of the recording channels. We have tested the generality of this technique on different base classifiers - linear discriminant analysis (LDA), support vector machine (SVM), extreme learning machine (ELM) and multilayer perceptron (MLP). Results show decoding accuracy improvements of up to ≈ 21%, 13%, 19%, 10% in non-human primate (NHP) A and 7%, 9%, 7%, 9% in NHP B across test days while using the sparse ensemble approach over a single classifier model for LDA, SVM, ELM and MLP algorithms respectively. Furthermore, improvements of up to ≈ 7(14)%, 8(15)%, 9(19)%, 7(15)% in NHP A and 8(15)%, 12(20)%, 15(23)%, 12(19)% in NHP B over Random Forest (Long-short Term Memory) have been obtained by sparse ensemble LDA, SVM, ELM, MLP respectively.