Heat oven to 375 degrees. Spread the pecans on a baking dish and toast, tossing occasionally until fragrant (5-6 minutes). Set aside.

Melt butter in a large skillet over medium-high heat. Add brown sugar and cinnamon and cook whisking occasionally, until smooth (4-5 minutes).

Gently stir in the bananas. Remove from heat and add the rum. Using a match or flamer, carefully ignite the mixture and wait until the flame goes out. Stir in pecans.

Serve the bananas and sauce over the ice cream or frozen yogurt.