There are way more games than just Chess that have been learned by AI, such as Go, Monopoly, Risk, etc. But my point was a game where a neural network is train

There are way more games than just Chess that have been learned by AI, such as Go, Monopoly, Risk, etc. But my point was a game where a neural network is trained by you, while playing against it. Preferably in an RTS setting during a long campaign.