Generally, the most recent patch for a game contains all the previous files in the other patches, including the new content that was either edited or added. So no, you don't have to do the first patch, and then the second, and so on; unless otherwise directed by the people who are patching the games.
Soma Bringer's patches are always the same, and the most recent patch contains all the previous information. Tales of Innocence is most likely the same thing, but I haven't checked their post in a while.
So you can just use the latest patch for the game, and it'll do everything the other patches were able to do~
Hopefully that answers your question ^^ hehehe~