Great question! CAPTCHA isn't an option if you've created your signup form at the bottom of your Audience page. However, my team and I brainstormed some workarounds:
1) One workaround here would be to highly encourage your subscribers to click on the confirmation email that's sent to those who sign up. That way, you can create a segment on your Audience page and only send to those who have confirmed, thus excluding the bad addresses submitted by bots.