Just try to keep your opponent blocking. Yugi is a weird mix of rushdown and zoning, so you want to keep attacking from a safe distance. His dice and swords of revealing light are good for both. His ^B is a good move to push people back and buy a little time.
And the main way to start Yugi's rushdown is to dash in with his B, then either ^B or >B. Mix it up so your opponent will keep blocking, because if they try to interrupt ^B, they'll get knocked into the air. And of course when they're blocking >B, you can dash in and guard break them most of the time.
If you have your opponent cornered, you can infinite them with B, >B until the wall breaks in which case you can easily RO them. Or you can use the annoyingly long hitstun from the dice to combo into his Obelisk judo punch.
Lastly, if you're forced to go on the defensive, you can push the opponent back, and interrupt them with Yugi's Y. That thing has a ridiculous amount of priority and will go through most other attacks.