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Experience will help. You'll start playing more aggressively, worrying less about losing troops on neutral territories, and losing fewer troops overall. You'll reclaim resources and build faster, and then you'll win.
You can also tell me which faction you're playing as, which faction the AI is, and what map size you're choosing. Then I can give you more specific advice (ideally, if I also knew your play style, I could give advice for each game day).