In puberty it can, and usually does, go away. It's just part of the hormones stabilizing as we grow into manhood. If you're past puberty, it's likely not going away.
Strength training does nothing to improve gynecomastia, if you truly have it, because it will not cause the growth in the breast tissue to go away. Some say it even makes the problem more noticeable because a well defined chest and big pecs just make the gland stand out more. If you have pseudo-gynecomastia, where the boobs are simply fat from being overweight and no gland growth has occurred, then weight loss and strength training are definitely the way to go because it will get at the root cause of the problem....which is fat.
Surgery is the generally the only thing to rectify established gynecomastia (actual growth of the breast tissue). Some anti-estrogen meds, like Tamoxifen, have been found to be effective in new onset gyne, but after it's established (usually for a year or longer), it's typically there to stay. Weight lifters often use Tamoxifen in the early stages of gyne and it can reverse the condition.
