The Cavalry is not an ugrade of the Scout but a separate unit with more hit points and attack strength. Cavalry can be upgraded to the Heavy Cavalry. Other units include the Cataphract, the Chariot, the Scout, and the War Elephant.
Researching Leather Armor, Scale Armor, and Chain Mail increase armor. Toolworking, Metalworking, and Metallurgy increases attack strength. Nobility increases hit points.