Hiya,
Most likely you have a simple case of feedback instability due to incorrect filtering.
First off, place a 0.1uf monolithic and 4u7-10uf Tantalum BOTH on the Input and Output of the LM317, close as possible to the device.
Make sure the GND wire of the LM317 is separate from the main GND wire from the Input Filter caps, and joins at the output Terminal.
You really should NOT need any other output caps, if so, MAX 220uF. Also reduce C1 etc to 1-4u7 max or even a 0.1mono
As is, on an oscilloscope you'll see a 1MHz + square wave on the OP, due to the LM317 taking off. Very common problem.