I was about to post the same that Toril (looking @ the message title), but...
The external dvdrw (at least all the ones i know) comes with 2 USB cables for connecting to the computer's USB (because of ppower requirements), but you can use a USB charger (or power bank) in one of the cables, and the other cable connected to the Yamaha Keyboard.. in theory that will make it work BUT i advise against doing that, if the ground power on both different power supplis "float" with a different voltage, you risk to fry the usb controller on the keyboard... too risky , considering the price of USB Sticks (on dvd you can put a little over 4Gb only) a lot less than a modern decent usb stick