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The E-commerce platform has become the principal battleground where people search, browse and pay for whatever they want. Critical as is to improve the online shopping experience for customers and merchants, how to find a proper approach for user intent prediction are paid great attention in both industry and academia. In this paper, we propose a novel user intent prediction model, TPG-DNN, to complete the challenging task, which is based on adaptive gated recurrent unit (GRU) loss function with multi-task learning. We creatively use the GRU structure and total probability formula as the loss function to model the users' whole online purchase process. Besides, the multi-task weight adjustment mechanism can make the final loss function dynamically adjust the importance between different tasks through data variance. According to the test result of experiments conducted on Taobao daily and promotion data sets, the proposed model performs much better than existing click through rate (CTR) models. At present, the proposed user intent prediction model has been widely used for the coupon allocation, advertisement and recommendation on Taobao platform, which greatly improve the user experience and shopping efficiency, and benefit the gross merchandise volume (GMV) promotion as well.