No, not in MIDI 1.0, which is the current implementation in most HW, SW and controllers.
While it is technically possible in MIDI 2.0, it requires both the controller and the HW/SW being controlled to implement the new 2.0 spec in a compatible way. Just as it took many years for the one-way communication in MIDI 1.0 to be widely implemented, it will take many more years for 2.0's 2-way capabilities to be widely implemented.