Some people do this without problems.
All "pairs" may/will fight for dominance as they mature, the most aggressive becomes the female.
If you already have a female, then bringing home another female is going to be a problem, but in general, if your fish is less than a year old getting another young fish with different colors can work.
The other complication, is that they have to be able to read the others submission cues during the dance for dominance, or else they sometimes (often) fight to the death.
Fish generally under an inch in size are relatively safe to attempt to pair, but as mentioned briefly above, even two of the same color may not work out.