That is entirely up to you. Practically, if you want the exercise to help with weight loss via additional caloric deficit, no. If you are using exercise to become stronger, then it is generally counter-productive to NOT eat them back. Look, I have done it both ways and here's the reality: you have to find something you are comfortable with. You can lose weight both ways. If you hate exercise because you feel famished, then change your routine to suit. If you dislike exercising on a full belly, the make appropriate changes. If you hold a general caloric deficit, you will lose weight, if you hold a general caloric surplus, you will gain weight. It's up to you how drastic you want the deficit/surplus to be.