10,000uF is a lot of capacity to put on an existing DC supply and is unnecessary if the diode is only there to protect against a reversed connection.
What 10000uF would usefully do is a basic smoothing job on the choppy DC that comes out of a car battery charger and many simple transformer wall-warts. It would even sort out an AC input. I expect that was its purpose; providing some reasonably smooth DC.
The fuse ought to be on the input side. As is, if the 10000uF capacitor shorts out, as electrolytics are prone to do, then the capacitor will go pop, possibly blowing the rectifier and igniting the unfused cable too.
Dave