Though your problem could be due to a backwards electrolytic, it could also be due to a capacitor being connected to the wrong part of the circuit, or absence of a capacitor, or tube shields missing. If a big capacitor went to some portion of the set that was either oscillating, or was being caused to oscillate by the capacitor, the capacitor's slow charge-up rate might cause the siren effect you hear. Check the wiring.
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