I won't say that it's impossible to convert an MP3 file to a MIDI file, but it's highly improbable.
There is software that can analyze an audio file to detect the audio frequencies it contains, and then convert the detected frequencies into MIDI note data. However, this type of conversion generally works best for simple audio data only. The simplest audio data would be a pure sine wave, with no overtones or undertones (harmonics or subharmonics), and it's definitely possible to use software to detect the frequency of a sine wave and convert that frequency into an appropriate MIDI note.
However, instrument sounds (timbres) are generally very rich in overtones and/or undertones, and that complicates the conversion process. And it's going to be difficult enough with a single instrument sound, but most audio files contain a variety of different instruments playing together, which makes the conversion process far more complicated.
Furthermore, even if the software could successfully isolate each instrumental performance within an audio file and convert that instrument's audio into relevant MIDI note data, it's extremely unlikely that the software will be able to assign those notes to the best instrument sound (or "voice" as Yamaha calls it) that's available on your keyboard.
So the short answer is that, while in theory it's possible to convert an MP3 file into a MIDI file, in actuality it's all but impossible to do so and get any sort of useful result.