Microsoft says that it is not supported and never will be, but I decided to test this out.
When we tried to push the agent, initially we got error:
Error 303: The protection agent operation failed on server.
Error details: The RPC server is unavailable (0x800706BA)
But this error was solved by turning of Windows Firewall for the moment of agent installation. After that agent install succeeded.
We restarted the server and also the backups succeeded.
So, the bottom line is that although not supported DPM 2012 R2 can backup Windows Server 2016.