Here is an example to show @Shai's idea of using a lookup table:
% build lookup table for 8-bit integers
lut = sum(dec2bin(0:255)-'0', 2);
% get indices
idx = find(mlf);
% break indices into 8-bit integers and apply LUT
nbits = lut(double(typecast(uint32(idx),'uint8')) + 1);
% sum number of bits in each
s = sum(reshape(nbits,4,[]))
you might have to switch to uint64 instead if you have really large sparse arrays with large indices outside the 32-bit range..
EDIT:
Here is another solution for you using Java:
idx = find(mlf);
s = arrayfun(@java.lang.Integer.bitCount, idx);
EDIT#2:
Here is yet another solution implemented as C++ MEX function. It relies on std::bitset::count:
bitset_count.cpp
#include "mex.h"
#include <bitset>
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
    // validate input/output arguments
    if (nrhs != 1) {
        mexErrMsgTxt("One input argument required.");
    }
    if (!mxIsUint32(prhs[0]) || mxIsComplex(prhs[0]) || mxIsSparse(prhs[0])) {
        mexErrMsgTxt("Input must be a 32-bit integer dense matrix.");
    }
    if (nlhs > 1) {
        mexErrMsgTxt("Too many output arguments.");
    }
    // create output array
    mwSize N = mxGetNumberOfElements(prhs[0]);
    plhs[0] = mxCreateDoubleMatrix(N, 1, mxREAL);
    // get pointers to data
    double *counts = mxGetPr(plhs[0]);
    uint32_T *idx = reinterpret_cast<uint32_T*>(mxGetData(prhs[0]));
    // count bits set for each 32-bit integer number
    for(mwSize i=0; i<N; i++) {
        std::bitset<32> bs(idx[i]);
        counts[i] = bs.count();
    }
}
Compile the above function as mex -largeArrayDims bitset_count.cpp, then run it as usual:
idx = find(mlf);
s = bitset_count(uint32(idx))
I decided to compare all the solutions mentioned so far:
function [t,v] = testBitsetCount()
    % random data (uint32 vector)
    x = randi(intmax('uint32'), [1e5,1], 'uint32');
    % build lookup table (done once)
    LUT = sum(dec2bin(0:255,8)-'0', 2);
    % functions to compare
    f = {
        @() bit_twiddling(x)      % bit twiddling method
        @() lookup_table(x,LUT);  % lookup table method
        @() bitset_count(x);      % MEX-function (std::bitset::count)
        @() dec_to_bin(x);        % dec2bin
        @() java_bitcount(x);     % Java Integer.bitCount
    };
    % compare timings and check results are valid
    t = cellfun(@timeit, f, 'UniformOutput',true);
    v = cellfun(@feval, f, 'UniformOutput',false);
    assert(isequal(v{:}));
end
function s = lookup_table(x,LUT)
    s = sum(reshape(LUT(double(typecast(x,'uint8'))+1),4,[]))';
end
function s = dec_to_bin(x)
    s = sum(dec2bin(x,32)-'0', 2);
end
function s = java_bitcount(x)
    s = arrayfun(@java.lang.Integer.bitCount, x);
end
function s = bit_twiddling(x)
    p1 = uint32(1431655765);
    p2 = uint32(858993459);
    p3 = uint32(252645135);
    p4 = uint32(16711935);
    p5 = uint32(65535);
    s = x;
    s = bitand(bitshift(s, -1), p1) + bitand(s, p1);
    s = bitand(bitshift(s, -2), p2) + bitand(s, p2);
    s = bitand(bitshift(s, -4), p3) + bitand(s, p3);
    s = bitand(bitshift(s, -8), p4) + bitand(s, p4);
    s = bitand(bitshift(s,-16), p5) + bitand(s, p5);
end
The times elapsed in seconds:
t = 
    0.0009    % bit twiddling method
    0.0087    % lookup table method
    0.0134    % C++ std::bitset::count
    0.1946    % MATLAB dec2bin
    0.2343    % Java Integer.bitCount