Houshalter comments on LINK: AI Researcher Yann LeCun on AI function - Less Wrong
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In order to do this you need training data on what the optimal move is. This may not exist, or limits you to only doing as good as the player you are predicting.
Additionally, predicting is inherently less optimal than search, unless your predictions are 100% perfect. You are choosing moves because you predict they are optimal, rather than because it's the best move you've found. If for example, you try to play by predicting what a chessmaster would do, your play will necessarily be worse than if you just play normally.