"go + verb-ing" is an idiomatic pattern. " In this pattern, the word "verb-ing" seems to me to be functioning as a noun.
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ozzourtiI don't think it should be considered a noun. I would call it a present participle, but Aspara Gus might have a better term up his sleeve.Yeah, it is a present participle in form, but I would say functioning as a noun. I see "go shopping" as meaning (in a kind of clunky paraphrase) "go to do the activity of shopping".