This looks to me like a common occurrence when Rhodo's are exposed to drying winter winds. It's a greater problem when in a sunny situation as well. I've had large leaf Rhodo's exposed to full sun but well protected on 2 sides from the wind. They experienced this sort of burn only occasionally. I'd guess those burned areas on yours may or may not send out new leaves. I'd leave them alone and you should know in a few months.
Is the Rhody fairly small? If so you could move it to a more protected location. If you really want it to stay where it is you can spray it every autumn with an anti-dessicant.
