Milk glass coating on a glass lampshade: is it removable?

Our kitchen has an overhead light with a glass cover that screws on. The shade is glass and covered with a milky coating that makes it less transparent. We'd really like to take off or lessen the coating to make the room a little brighter. Right now we have to turn on the oven light to see properly in there! 

Depends on what the coating is. If it's just paint or something similar, you might get it to dissolve with the right solvent. Try acetone, naptha, mineral spirits or whatever you might have already. All of these solvents are highly flammable, emit noxious fumes, and are probably all carcinogenic to boot. Be careful, and work in a well-ventilated area.
If it's not just a surface treatment, and is actually part of the shade, you're pretty much out of luck. Can you scratch it off with a fingernail or a razor blade?
^best answer^
I agree definitely best answer. If you spray it with windex, does the coating almost go clear? If so try the razor blade over the parts you sprayed. I used to work at a screen printing shop where we would use an ink that would simulate frosted glass and that did the trick to take it off.
Personally, I'd buy a new cover or a new fixture that fit my needs (e.g., takes 4 bulbs rather than 1).