For the pie filling: Preheat the oven to 400 degrees F. Prick the sweet potatoes several times with a pairing knife and place on an aluminum foil-lined baking sheet. Cook the potatoes until very tender when a knife is inserted, 1 to 1 1/2 hours. Cut in half and allow to cool.
Peel the potatoes and place in the bowl of a stand mixer fitted with a beater blade. (Alternately use an electric mixer.) Beat on medium speed until smooth, about 30 seconds. Reduce the speed to low and add the condensed milk, butter, brown sugar, rum if using, vanilla paste, salt and eggs. Mix until just combined. Transfer the filling to the cooked pie crust.
For the praline topping: Mix the pecans, brown sugar and flour in a medium bowl. Pour in the melted butter and gently stir with a fork until well combined and small pebble-sized pieces remain throughout. Distribute the praline topping evenly over the pie filling; sprinkle the marshmallows over the top.
Bake the pie at 400 degrees F until just set in the center, 25 to 30 minutes. Allow to cool completely before serving, at least 4 hours.